Pages that link to "Item:Q1922361"
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The following pages link to Long memory continuous time models (Q1922361):
Displaying 50 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Does the Hurst index matter for option prices under fractional volatility? (Q525208) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps (Q667991) (← links)
- On Granger causality and the effect of interventions in time series (Q746001) (← links)
- The density of solutions to multifractional stochastic Volterra integro-differential equations (Q898364) (← links)
- Long memory affine term structure models (Q898585) (← links)
- Estimation of stochastic volatility with LRD (Q929714) (← links)
- Discrete and continuous time cointegration (Q1305667) (← links)
- A simple long-memory equilibrium interest rate model (Q1391624) (← links)
- Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay (Q1628385) (← links)
- Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm (Q1631045) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Mixed-scale jump regressions with bootstrap inference (Q1676389) (← links)
- Harnack inequalities for SDEs driven by subordinator fractional Brownian motion (Q1698246) (← links)
- Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process (Q1705059) (← links)
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion (Q1730386) (← links)
- Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2 (Q1731908) (← links)
- Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
- Pricing and hedging long-term options (Q1969824) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (Q2040942) (← links)
- Selected topics in the generalized mixed set-indexed fractional Brownian motion (Q2042040) (← links)
- Kernel estimation for Lévy driven stochastic convolutions (Q2063036) (← links)
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process (Q2177539) (← links)
- Spatial long memory (Q2195534) (← links)
- Estimating stochastic volatility: the rough side to equity returns (Q2292049) (← links)
- Stochastic fractional evolution equations with fractional Brownian motion and infinite delay (Q2335588) (← links)
- Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (Q2447094) (← links)
- Stochastic volatility and fractional Brownian motion (Q2485787) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Long Memory in Integrated and Realized Variance (Q2930712) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Asymptotics for Rough Stochastic Volatility Models (Q2962133) (← links)
- ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (Q2976209) (← links)
- LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING (Q3023923) (← links)
- Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous‐Time ARMA–GARCH‐Type Models with Long Memory (Q3466884) (← links)
- Graphical Models for Marked Point Processes Based on Local Independence (Q3631454) (← links)
- Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion (Q4421479) (← links)
- On VIX futures in the rough Bergomi model (Q4554409) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
