Pages that link to "Item:Q2414732"
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The following pages link to Statistical inference for the intensity in a partially observed jump diffusion (Q2414732):
Displaying 6 items.
- Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes (Q511537) (← links)
- Bayesian inference for partially observed multiplicative intensity processes (Q516447) (← links)
- On a problem of statistical inference in null recurrent diffusions (Q1810758) (← links)
- Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826) (← links)
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise (Q2289783) (← links)
- A practical inference for discretely observed jump-diffusions from finite samples (Q2919547) (← links)
