Pages that link to "Item:Q3692662"

The following pages link to Estimation of the drift for diffusion process (Q3692662):

Displaying 9 items.

• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
• A note on estimating drift and diffusion parameters from time series (Q1850415) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Drift estimation on non compact support for diffusion models (Q2021393) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
• (Q3830376) (← links)
• Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive (Q4719260) (← links)