Pages that link to "Item:Q4367881"
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The following pages link to Estimation of Diffusion Processes by Simulated Moment Methods (Q4367881):
Displaying 5 items.
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- A new estimating function for discretely sampled diffusions (Q5430546) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
- Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)
