The following pages link to (Q5310585):
Displaying 7 items.
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- Asymptotic likelihood based inference for co-integrated homogeneous Gaussian diffusions (Q2771550) (← links)
- Inference for Diffusion Processes (Q2880228) (← links)