The following pages link to (Q4311643):
Displaying 26 items.
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
- Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach (Q1611572) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677) (← links)
- Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models (Q2073184) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Bayesian prediction and model selection for locally asymptotically mixed normal models (Q2455737) (← links)
- Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent (Q2701807) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Diffusions with measurement errors. I. Local Asymptotic Normality (Q4534851) (← links)
- (Q4845232) (← links)
- VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS (Q4906543) (← links)
- Estimating the diffusion coefficient for diffusions driven by fBm (Q5933677) (← links)
- Reconstructing unknown coefficients of stochastic differential equations and intelligently predicting random processes with directed learning (Q6572943) (← links)
- Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)
- Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951) (← links)
