Pages that link to "Item:Q3391825"
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The following pages link to Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations (Q3391825):
Displaying 9 items.
- Terminal-dependent statistical inference for the FBSDEs models (Q1718198) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Stochastic equations in the problems of semimartingale parameter estimation (Q1780285) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
- (Q3339037) (← links)
- Parameter estimation on forward-backward stochastic differential equations (Q5064073) (← links)
- Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
- Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)