Pages that link to "Item:Q4208316"

The following pages link to Estimation for nonlinear stochastic differential equations by a local linearization method¹ (Q4208316):

Displaying 38 items.

• Stability of partially implicit Langevin schemes and their MCMC variants (Q429995) (← links)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126) (← links)
• On local linear approximations to diffusion processes (Q642240) (← links)
• Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
• Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
• Systematic physics constrained parameter estimation of stochastic differential equations (Q1623793) (← links)
• Stochastic continuous time growth models that allow for closed form solutions (Q1654174) (← links)
• Simulation of stochastic differential equations through the local linearization method. A comparative study (Q1809688) (← links)
• The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171) (← links)
• Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (Q2032212) (← links)
• Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (Q2058882) (← links)
• Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
• Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
• Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730) (← links)
• Optimal control problem with an integral equation as the control object (Q2653948) (← links)
• Generalized dissipative state estimation for discrete-time nonhomogeneous semi-Markov jump nonlinear systems (Q2667465) (← links)
• Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
• Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
• Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017) (← links)
• Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations (Q3842839) (← links)
• Approximation of continuous time stochastic processes by a local linearization method (Q4372696) (← links)
• Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846) (← links)
• Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678) (← links)
• Specification tests for univariate diffusions (Q5095206) (← links)
• A Study of the Efficiency of Exact Methods for Diffusion Simulation (Q5326104) (← links)
• Realistically Coupled Neural Mass Models Can Generate EEG Rhythms (Q5423023) (← links)
• (Q5453897) (← links)
• Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
• Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
• A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
• Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)
• Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter (Q6185840) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
• Statistical inference for stochastic differential equations (Q6602008) (← links)
• Latent event history models for quasi-reaction systems (Q6626719) (← links)