Pages that link to "Item:Q4956067"

The following pages link to Non‐parametric Kernel Estimation of the Coefficient of a Diffusion (Q4956067):

Displaying 47 items.

• Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
• ANOVA for diffusions and Itō processes (Q449957) (← links)
• The lifetime of a financial bubble (Q506379) (← links)
• Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
• Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
• A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
• Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
• Stochastic regression and its application to hedging in finance (Q1042957) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• Relaxation and diffusion models with non-singular kernels (Q1620335) (← links)
• Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
• Approximation of the occupation measure of Lévy processes (Q1780710) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
• Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
• Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
• A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
• Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
• Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
• Wavelet estimation of the diffusion coefficient in time dependent diffusion models (Q2475318) (← links)
• On a set of data for the membrane potential in a neuron (Q2643360) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
• Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
• Stable Convergence of Certain Functionals of Diffusions Driven by fBm (Q3158138) (← links)
• NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
• A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
• A Semiparametric Model of Estimating Volatility of Diffusion Processes (Q4916956) (← links)
• (Q4994245) (← links)
• Central limit theorems of range-based estimators for diffusion models (Q5077958) (← links)
• Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
• Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels (Q5265876) (← links)
• Deviation of order<i>p</i>for estimators of the variance in first-order stochastic differential equation (SDE) (Q5402480) (← links)
• A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
• (Q5498151) (← links)
• On estimating the diffusion coefficient: Parametric versus nonparametric. (Q5939321) (← links)
• Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data (Q6126802) (← links)
• Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)
• Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951) (← links)