Pages that link to "Item:Q1584690"
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The following pages link to Large time and small noise asymptotic results for mean reverting diffusion processes with applications (Q1584690):
Displaying 4 items.
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition (Q2120590) (← links)
- The misconception of mean-reversion (Q2911003) (← links)