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Integrated OU processes
Barndorff-Nielsen, Ole E. (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
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Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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Realised power variation and stochastic models
Barndorff-Nielsen, Ole E. (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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MCMC based estimation of term structure models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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Classification of Markov chains on Rk
Hansen, Niels Richard (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227