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Parametric inference for stochastic differential equations: a smooth and
match approach

v1v2 (latest)

Parametric inference for stochastic differential equations: a smooth and match approach

4 November 2011

ArXiv (abs)PDF HTML

Papers citing "Parametric inference for stochastic differential equations: a smooth and match approach"

5 / 5 papers shown

Convergence of Likelihood Ratios and Estimators for Selection in
non-neutral Wright-Fisher Diffusions

Convergence of Likelihood Ratios and Estimators for Selection in non-neutral Wright-Fisher DiffusionsScandinavian Journal of Statistics (Scand. J. Stat.), 2020

Paul A. Jenkins

352

3

0

10 Jan 2020

Bias Correction Estimation for Continuous-Time Asset Return Model with
Jumps

Bias Correction Estimation for Continuous-Time Asset Return Model with Jumps

132

0

0

14 Feb 2018

Local Nonparametric Estimation for Second-Order Jump-Diffusion Model
Using Gamma Asymmetric Kernels

Local Nonparametric Estimation for Second-Order Jump-Diffusion Model Using Gamma Asymmetric Kernels

65

0

0

06 Jul 2017

One-step Local M-estimator for Integrated Jump-Diffusion Models

90

0

0

04 Apr 2017

Bayesian estimation of discretely observed multi-dimensional diffusion
processes using guided proposals

Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposalsElectronic Journal of Statistics (EJS), 2014

Frank van der Meulen

299

64

0

18 Jun 2014

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