Pages that link to "Item:Q5474965"

The following pages link to Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (Q5474965):

Displaying 50 items.

• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• The past and future of empirical finance: some personal comments (Q265100) (← links)
• A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
• Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
• Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
• Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
• Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
• Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
• An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
• Estimation of partial differential equations with applications in finance (Q295399) (← links)
• Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
• A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
• Estimation in the partially observed stochastic Morris-Lecar neuronal model with particle filter and stochastic approximation methods (Q400585) (← links)
• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
• Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
• On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
• A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system (Q465348) (← links)
• Hermite polynomial based expansion of European option prices (Q469560) (← links)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
• Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
• Empirical likelihood inference for logistic equation with random perturbation (Q488925) (← links)
• Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
• Estimating parametric models of probability distributions (Q496976) (← links)
• Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
• Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Computational aspects of continuous-discrete extended Kalman-filtering (Q626232) (← links)
• On local linear approximations to diffusion processes (Q642240) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
• Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
• An approximation of small-time probability density functions in a general jump diffusion model (Q668543) (← links)
• Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
• Maximum likelihood estimation of drift and diffusion functions (Q715882) (← links)
• Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application (Q721469) (← links)
• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
• A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates (Q737878) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)