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Statistical Inference for Student Diffusion Process (Q3068099)

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Language	Label	Description	Also known as
English	Statistical Inference for Student Diffusion Process	scientific article

Statements

scholarly article

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Statistical Inference for Student Diffusion Process (English)

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Stochastic Analysis and Applications

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publication date

13 January 2011

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zbMATH Keywords

method of moments

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Pearson equation

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Routh-Romanovski polynomials

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Stein equation

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Nikolai N. Leonenko

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07362994.2010.515476

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On a class of minimum contrast estimators for fractional stochastic processes and fields

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Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions

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Spectral representation of transition density of Fisher–Snedecor diffusion

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Stein's method for diffusion approximations

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Testing normality: a GMM approach

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Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach

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The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

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Stochastic volatility models as hidden Markov models and statistical applications

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Student processes

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Laplace and the origin of the Ornstein-Uhlenbeck process

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Two classes of special functions using Fourier transforms of some finite classes of classical orthogonal polynomials

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Statistical inference for ergodic diffusion processes.

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Moment estimation for ergodic diffusion processes

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On the Whittle estimators for some classes of continuous-parameter random processes and fields

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Statistical inference for reciprocal gamma diffusion process

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Einordnung der Polynome von Romanovski-Bessel in das Askey-Tableau

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THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE

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Spectral Expansions for Asian (Average Price) Options

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PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY

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The special functions and their approximations. Vol. I, II

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Three Finite Classes of Hypergeometric Orthogonal Polynomials and Their Application in Functions Approximation

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Classical orthogonal polynomials with weight function ((<i>ax</i> + <i>b</i>)<sup>2</sup> + (<i>cx</i> + <i>d</i>)<sup>2</sup>)<sup>−<i>p</i></sup>exp(<i>q</i>Arctg((<i>ax</i> + <i>b</i>)/(<i>cx</i> + <i>d</i>))),<i>x</i> ∈ (−∞, ∞) and a generalization of T and F distributions

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Stochastic processes and orthogonal polynomials

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Approximation Theorems of Mathematical Statistics

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A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback

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Connections between Romanovski and other polynomials

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Identifiers

zbMATH Open document ID

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10.1080/07362994.2010.515476

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3068099

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