Pages that link to "Item:Q498845"
From MaRDI portal
The following pages link to Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845):
Displaying 12 items.
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- Optimal adaptive sampling for a symmetric two-state continuous time Markov chain (Q5860998) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661) (← links)
- In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)
- The Grid Bootstrap for Continuous Time Models (Q6620957) (← links)
