Pages that link to "Item:Q825345"
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The following pages link to Prediction-based estimation for diffusion models with high-frequency data (Q825345):
Displaying 6 items.
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- A time-varying diffusion index forecasting model (Q2208686) (← links)
- Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259) (← links)
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
- Prediction-based estimating functions (Q2707866) (← links)