Pages that link to "Item:Q929715"
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The following pages link to Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715):
Displaying 3 items.
- Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- On the identification of models with conditional characteristic functions (Q2292821) (← links)
