Pages that link to "Item:Q3411061"

The following pages link to Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061):

Displaying 42 items.

• Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
• Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) (← links)
• A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
• Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
• Prediction-based estimating functions: review and new developments (Q642200) (← links)
• Estimation of diffusion parameters for discretely observed diffusion processes (Q701680) (← links)
• Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) (← links)
• Modeling financial time series through second-order stochastic differential equations (Q952860) (← links)
• Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
• Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
• Drift estimation of a certain class of diffusion processes from discrete observation (Q1913464) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations (Q2095763) (← links)
• Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
• Diffusion process with evolution and its parameter estimation (Q2215848) (← links)
• Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
• A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
• Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
• Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
• Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent (Q2701807) (← links)
• Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process (Q2762606) (← links)
• Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter (Q2844178) (← links)
• Nonparametric estimation of second-order stochastic differential equations (Q2886970) (← links)
• Parameter estimation by contrast minimization for noisy observations of a diffusion process (Q2934864) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• (Q3305226) (← links)
• (Q4311945) (← links)
• Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437) (← links)
• Inference for Observations of Integrated Diffusion Processes (Q4677104) (← links)
• Non parametric bias reduction of diffusion coefficient in integrated diffusion processes (Q5096017) (← links)
• Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels (Q5265876) (← links)
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
• Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
• Strong consistency of nonparametric kernel estimators for integrated diffusion process (Q6541114) (← links)
• Non-adaptive estimation for degenerate diffusion processes (Q6545141) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
• Maximally predictive states: from partial observations to long timescales (Q6572694) (← links)
• Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data (Q6641323) (← links)