Pages that link to "Item:Q2024483"

The following pages link to Efficient estimation and filtering for multivariate jump-diffusions (Q2024483):

Displaying 10 items.

• Efficient estimation for diffusions sampled at high frequency over a fixed time interval (Q527471) (← links)
• Estimating the positive and negative jumps of asset returns via Kalman filtering. The case of Nasdaq index (Q1694509) (← links)
• Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278) (← links)
• Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
• Efficient and flexible model-based clustering of jumps in diffusion processes (Q2325322) (← links)
• A multi-parameter regularization approach for estimating parameters in jump diffusion processes (Q3421960) (← links)
• Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval (Q4992309) (← links)
• Efficient particle filtering for jump markov systems. Application to time-varying autoregressions (Q5353855) (← links)