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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10003795449
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Expected a posteriori estimation in financial applications
Mazzoni, Thomas - 2008
Persistent link: https://www.econbiz.de/10003699961
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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Efficient importance sampling in applied econometrics
Moura, Guilherme Valle - 2009
Persistent link: https://www.econbiz.de/10003963709
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Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan; Mazurencu Marinescu, Miruna; Vârsan, … - In: Advanced mathematical methods for finance, (pp. 397-415). 2011
Persistent link: https://www.econbiz.de/10008991280
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A very simple solution to non-linear partial differential equations
Alghalith, Moawia - In: Mathematical economics letters 1 (2013) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10010203611
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Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto - In: Econometric theory 30 (2014) 4, pp. 815-838
Persistent link: https://www.econbiz.de/10010502142
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Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto - 2011
Persistent link: https://www.econbiz.de/10009237491
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On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea - 2010
Persistent link: https://www.econbiz.de/10008935502