Pages that link to "Item:Q3174849"

The following pages link to Simulation and Inference for Stochastic Processes with YUIMA (Q3174849):

Displaying 17 items.

• Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
• Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
• Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
• Quasi-likelihood analysis and its applications (Q2137733) (← links)
• Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
• Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
• Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
• Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
• Aspects of non‐causal and non‐invertible CARMA processes (Q5012867) (← links)
• Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440) (← links)
• (Q5879927) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
• Global Optimization via Schrödinger–Föllmer Diffusion (Q6057791) (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
• Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)