Pages that link to "Item:Q2042527"
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The following pages link to Global jump filters and quasi-likelihood analysis for volatility (Q2042527):
Displaying 6 items.
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
- Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field (Q6664135) (← links)