Likelihood-based inference for a class of multivariate diffusions with unobserved paths
Year of publication: |
2007-10-01
|
---|---|
Authors: | Kalogeropoulos, Konstantinos |
Publisher: |
Elsevier |
Subject: | HA Statistics | QA Mathematics |
-
Stock market insider trading in continuous time with imperfect dynamic information
Danilova, Albina, (2010)
-
Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
Dassios, Angelos, (2003)
-
How good is an ensemble at capturing truth?: using bounding boxes for forecast evaluation
Judd, Kevin, (2007)
- More ...
-
Inference for stochastic volatility models using time change transformations
Kalogeropoulos, Konstantinos, (2007)
-
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz, (2024)
-
Likelihood-based inference for correlated diffusions
Kalogeropoulos, Konstantinos, (2007)
- More ...