Narrow search
Showing 1 - 9 of 9
Cover Image
Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria; Yoshida, Nakahiro - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 1/2, pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
Cover Image
Simulation and inference for stochastic differential equations : with R examples
Iacus, Stefano M. - 2008
Persistent link: https://www.econbiz.de/10003566199
Cover Image
Option pricing and estimation of financial models with R
Iacus, Stefano M. - 2011 - 1. publ.
Persistent link: https://www.econbiz.de/10008936516
Cover Image
Statistic analysis of stochastic resonance with ergodic diffusion noise
Iacus, Stefano Maria - 2001
Persistent link: https://www.econbiz.de/10001609109
Cover Image
Statistical analysis of the inhomogeneous telegrapher's process
Iacus, Stefano Maria - 2001
Persistent link: https://www.econbiz.de/10001582676
Cover Image
On a family of test statistics for discretely observed diffusion processes
De Gregorio, Alessandro; Iacus, Stefano Maria - 2011
Persistent link: https://www.econbiz.de/10011759552
Cover Image
Estimation for the change point of the volatility in a stochastic differential equation
Iacus, Stefano Maria; Yoshida, Nakahiro - 2009
Persistent link: https://www.econbiz.de/10011751961
Cover Image
On Lasso-type estimation for dynamical systems with small noise
Iacus, Stefano Maria - 2010
Persistent link: https://www.econbiz.de/10011752306
Cover Image
Adaptive LASSO-type estimation for ergodic diffusion processes
Iacus, Stefano Maria; De Gregorio, Alessandro - 2010
Persistent link: https://www.econbiz.de/10011752309