Pages that link to "Item:Q3646969"
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The following pages link to Parametric Inference for Discretely Sampled Stochastic Differential Equations (Q3646969):
Displaying 13 items.
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Detecting the sampling rate through observations (Q2207916) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
- Parametric inference for stochastic differential equations: a smooth and match approach (Q2863818) (← links)
- Introduction to Stochastic Models in Biology (Q4567928) (← links)
- (Q5149258) (← links)
- Parametric inference for mixed models defined by stochastic differential equations (Q5190282) (← links)
