Pages that link to "Item:Q3218962"
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The following pages link to Estimation for diffusion processes under misspecified models (Q3218962):
Displaying 11 items.
- Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893) (← links)
- Robust M-estimators in diffusion processes (Q1119307) (← links)
- Minimum distance estimation and testing for interest rate models (Q1897668) (← links)
- Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157) (← links)
- Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes (Q2581152) (← links)
- Map estimation of diffusions -- an updated account (Q2722578) (← links)
- Maximum likelihood estimation for the drift parameter in diffusion processes (Q2833696) (← links)
- Optimality of estimators for misspecified semi-Markov models (Q3498582) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
