Pages that link to "Item:Q3590017"
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The following pages link to Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017):
Displaying 6 items.
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
- Approximate maximum likelihood estimation of semi-parametric jump-diffusion model -- closed-expansion method based on transfer density (Q4624420) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
- (Q5695428) (← links)