Pages that link to "Item:Q3842839"
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The following pages link to Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations (Q3842839):
Displaying 23 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
- A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing (Q1424631) (← links)
- Improved bridge constructs for stochastic differential equations (Q1703803) (← links)
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
- The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) (← links)
- A nonparametric method of estimating nonlinear dynamical system models (Q2644128) (← links)
- Fast and precise inference on diffusivity in interacting particle systems (Q2696089) (← links)
- Statistical Methods for Stochastic Differential Equations (Q3075656) (← links)
- Models for Bounded Systems with Continuous Dynamics (Q3183234) (← links)
- The exact discrete model of a system of linear stochastic differential equations driven by fractional noise (Q3552862) (← links)
- Truncated ITÔ-Taylor expansions (Q4542196) (← links)
- Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846) (← links)
- Stability of sampling proposals for reducible diffusions over large time intervals (Q5096002) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
- Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
