Pages that link to "Item:Q5899410"
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The following pages link to Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899410):
Displaying 11 items.
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Small population bias and sampling effects in stochastic mortality modelling (Q1707555) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- Model for comparative analysis of antigen receptor repertoires (Q2261616) (← links)
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression (Q2390475) (← links)
- Bootstrap Techniques for Mortality Models (Q5121876) (← links)
- Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables (Q5241944) (← links)
- Overnight GARCH-Itô Volatility Models (Q6190733) (← links)
