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1308.2764
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Maximum-likelihood estimation for diffusion processes via closed-form density expansions
13 August 2013
Chenxu Li
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ArXiv (abs)
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Papers citing
"Maximum-likelihood estimation for diffusion processes via closed-form density expansions"
11 / 11 papers shown
Title
Closed-form approximations of moments and densities of continuous-time Markov models
Dennis Kristensen
Young Jun Lee
A. Melé
29
0
0
17 Aug 2023
Unbiased likelihood estimation of Wright-Fisher diffusion processes
Celia García-Pareja
F. Nobile
122
0
0
08 Mar 2023
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
Predrag Pilipovic
Adeline M. M. Samson
Susanne Ditlevsen
66
6
0
21 Nov 2022
Parametric estimation of stochastic differential equations via online gradient descent
Shogo H. Nakakita
57
2
0
17 Oct 2022
Maximum Likelihood Estimation of Diffusions by Continuous Time Markov Chain
J. Kirkby
N. H. Dang
D. Nguyen
N. Nguyen
22
12
0
28 Aug 2021
Pseudo-marginal Inference for CTMCs on Infinite Spaces via Monotonic Likelihood Approximations
Miguel Biron-Lattes
Alexandre Bouchard-Côté
Trevor Campbell
128
2
0
28 May 2021
Asymptotic expansion of a variation with anticipative weights
Nakahiro Yoshida
32
4
0
31 Dec 2020
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations
Yaozhong Hu
Yuejuan Xi
19
12
0
21 Nov 2020
Robust test for dispersion parameter change in discretely observed diffusion processes
Junmo Song
31
11
0
28 Jun 2019
Empirical
L
2
L^2
L
2
-distance test statistics for ergodic diffusions
A. De Gregorio
S. Iacus
61
4
0
15 Jan 2018
Efficient estimation for diffusions sampled at high frequency over a fixed time interval
N. Jakobsen
Michael Sørensen
24
18
0
24 Jul 2015
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