Pages that link to "Item:Q528126"

The following pages link to A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126):

Displaying 11 items.

• Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
• Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027) (← links)
• Parameter estimation for multivariate diffusion systems (Q2359498) (← links)
• Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
• Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix (Q4595885) (← links)
• Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)
• Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686) (← links)
• Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749) (← links)
• Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)