Pages that link to "Item:Q2722307"
From MaRDI portal
The following pages link to Discretely observed diffusions: Classes of estimating functions and small \(\Delta\)-optimality (Q2722307):
Displaying 10 items.
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
- Optimality and small \(\Delta\)-optimality of martingale estimating functions (Q1857349) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Goodness-of-fit based on downsampling with applications to linear drift diffusions (Q2911667) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112) (← links)
- Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951) (← links)