Pages that link to "Item:Q3019141"
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The following pages link to Likelihood-based inference for correlated diffusions (Q3019141):
Displaying 6 items.
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions'' (Q2214244) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
- Asymptotic likelihood based inference for co-integrated homogeneous Gaussian diffusions (Q2771550) (← links)
- Sovereign risk in the Euro area: a multivariate stochastic process approach (Q4555203) (← links)
