Pages that link to "Item:Q276917"

The following pages link to A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917):

Displaying 27 items.

• Estimation of partial differential equations with applications in finance (Q295399) (← links)
• A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
• A specification test for nonlinear nonstationary models (Q447823) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
• Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Non-parametric estimation of stochastic differential equations from stationary time-series (Q824289) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• A robust nonparametric framework for reconstruction of stochastic differential equation models (Q1619315) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• A note on estimating drift and diffusion parameters from time series (Q1850415) (← links)
• Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
• Diffusion copulas: identification and estimation (Q2658762) (← links)
• Simplified estimating functions for diffusion models with a high-dimensional parameter (Q2722305) (← links)
• Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
• Parametric inference for stochastic differential equations: a smooth and match approach (Q2863818) (← links)
• Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
• A multi-parameter regularization approach for estimating parameters in jump diffusion processes (Q3421960) (← links)
• (Q3745105) (← links)
• Semiparametric segment M-estimation for locally stationary diffusions (Q5212915) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)