scientific article
From MaRDI portal
Publication:3305226
zbMath1439.62234MaRDI QIDQ3305226
Publication date: 6 August 2020
Full work available at URL: https://miscelaneamatematica.org/welcome/default/download/tbl_articulos.pdf2.9552b38928dd0113.35383130362e706466.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to environmental and related topics (62P12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
Cites Work
- Unnamed Item
- Unnamed Item
- Nonparametric adaptive estimation for integrated diffusions
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions
- Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process
- Maximum Likelihood Estimation for Integrated Diffusion Processes
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
- Inference for Observations of Integrated Diffusion Processes
- The Distribution of Realized Exchange Rate Volatility
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
- Stochastic differential equations. An introduction with applications.
This page was built for publication: