Pages that link to "Item:Q637529"

The following pages link to Parametric estimation of stationary stochastic processes under indirect observability (Q637529):

Displaying 10 items.

• Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016) (← links)
• A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
• Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• Estimation of parameters for Hilbert space-valued partially observable stochastic processes (Q1111295) (← links)
• Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732) (← links)
• Sub-sampling and parametric estimation for multiscale dynamics (Q2446521) (← links)
• (Q4895144) (← links)
• Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)
• (Q5753411) (← links)