Pages that link to "Item:Q5881686"
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The following pages link to Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686):
Displaying 10 items.
- Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
- A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Quasi-likelihood estimation for semimartingales (Q1821469) (← links)
- GARCH quasi-likelihood ratios for SV model and the diffusion limit (Q2197597) (← links)
- Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← links)
- Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- (Q3606011) (← links)
- (Q4845550) (← links)