Statistical Methods for Stochastic Differential Equations
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References

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-7 ◽

2012 ◽

pp. 209-214

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References

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-13 ◽

2012 ◽

pp. 403-406

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Importance sampling techniques for estimation of diffusion models

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-10 ◽

2012 ◽

pp. 335-360

Keyword(s):

Importance Sampling ◽

Diffusion Models ◽

Sampling Techniques ◽

Importance Sampling Techniques

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The econometrics of high-frequency data

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-6 ◽

2012 ◽

pp. 133-208 ◽

Cited By ~ 1

Keyword(s):

High Frequency ◽

High Frequency Data ◽

Frequency Data

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Non-parametric estimation of the coefficients of ergodic diffu- sion processes based on high-frequency data

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-12 ◽

2012 ◽

pp. 365-402

Keyword(s):

High Frequency ◽

Parametric Estimation ◽

High Frequency Data ◽

Frequency Data ◽

Non Parametric Estimation ◽

Non Parametric

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References

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-11 ◽

2012 ◽

pp. 361-364

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Parameter estimation for multiscale diffusions: An overview

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-16 ◽

2012 ◽

pp. 453-494

Keyword(s):

Parameter Estimation

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References

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-5 ◽

2012 ◽

pp. 123-132 ◽

Cited By ~ 13

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References

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-9 ◽

2012 ◽

pp. 333-334

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References

Statistical Methods for Stochastic Differential Equations ◽

10.1201/b12126-15 ◽

2012 ◽

pp. 447-452

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Statistical Methods for Stochastic Differential EquationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Chapman And Hall/CRC

References

References

Importance sampling techniques for estimation of diffusion models

The econometrics of high-frequency data

Non-parametric estimation of the coefficients of ergodic diffu- sion processes based on high-frequency data

References

Parameter estimation for multiscale diffusions: An overview

References

References

References

Statistical Methods for Stochastic Differential Equations
Latest Publications