Pages that link to "Item:Q502541"
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The following pages link to Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541):
Displaying 4 items.
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- Variational estimation of the drift for stochastic differential equations from the empirical density (Q3302795) (← links)
- Stochastic differential equations with generalized stochastic volatility and statistical estimators (Q4686483) (← links)
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
