Pages that link to "Item:Q5324878"
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The following pages link to The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878):
Displaying 50 items.
- Correlation structure of fractional Pearson diffusions (Q316101) (← links)
- Fractional Sturm-Liouville problem (Q316112) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- The Morris-Lecar neuron model embeds a leaky integrate-and-fire model (Q353094) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- High-order approximation of Pearson diffusion processes (Q413731) (← links)
- Hypothesis testing for Fisher-Snedecor diffusion (Q433748) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Polynomial diffusions on compact quadric sets (Q511135) (← links)
- Large deviations for the Ornstein-Uhlenbeck process without tears (Q511547) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- On Rényi information for ergodic diffusion processes (Q1007843) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Valuation of power plants (Q1754195) (← links)
- Statistical inference for discrete-time samples from affine stochastic delay differential equations (Q1952429) (← links)
- A stochastic diffusion process for the Dirichlet distribution (Q1952469) (← links)
- Modeling the intraday electricity demand in Germany (Q1979678) (← links)
- Fractional immigration-death processes (Q1995919) (← links)
- Time-non-local Pearson diffusions (Q2034638) (← links)
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
- Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (Q2058882) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Control strategies for transport networks under demand uncertainty (Q2095537) (← links)
- Non-local solvable birth-death processes (Q2135209) (← links)
- Transient dynamics of Pearson diffusions facilitates estimation of rate parameters (Q2207721) (← links)
- Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
- A Hoeffding's inequality for uniformly ergodic diffusion process (Q2322596) (← links)
- Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
- Four moments theorems on Markov chaos (Q2421819) (← links)
- Ergodicity and mixing bounds for the Fisher-Snedecor diffusion (Q2435244) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Fractional Pearson diffusions (Q2442987) (← links)
- Diffusion processes satisfying a conservation law constraint (Q2444218) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016) (← links)
- A cumulant approach for the first-passage-time problem of the Feller square-root process (Q2661059) (← links)
- Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852) (← links)
- Dirichlet form analysis of the Jacobi process (Q2685911) (← links)
- Risk-neutral pricing of financial instruments in emission markets: a structural approach (Q2808243) (← links)
- Goodness-of-fit based on downsampling with applications to linear drift diffusions (Q2911667) (← links)
- Reduction and reconstruction of stochastic differential equations via symmetries (Q2951770) (← links)
- Statistical Inference for Student Diffusion Process (Q3068099) (← links)
- Explicit solutions to some optimal variance stopping problems (Q3108377) (← links)
- (Q3305226) (← links)
- A Vasicek-Type Short Rate Model With Memory Effect (Q3459230) (← links)
- Quadratic Hawkes processes for financial prices (Q4555068) (← links)
