The following pages link to (Q5447121):
Displaying 13 items.
- Diagnostic analysis and computational strategies for estimating discrete time duration models -- a Monte Carlo study (Q494398) (← links)
- Comments on `Fitting continuous-time and discrete-time models using discrete-time data and their application' (Q580285) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
- An understandable way to discover methods to model interval input-output samples (Q2245728) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- A Discrete-Time Approach for Heavy-Tailed Modeling (Q3548743) (← links)
- Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605) (← links)
- Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686) (← links)
- Measuring Discontinuities in Time Series Obtained with Repeated Sample Surveys (Q6064344) (← links)