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Showing
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date (oldest first)
1
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
2
Unbiased Monte Carlo
Simulation
of Diffusion Processes
Paulot, Louis
-
2016
Monte Carlo scheme which converges to the exact value. We manage to keep the
simulation
variance finite in all cases, so … that the strong law of large numbers guarantees the convergence. Moreover, the
simulation
noise is a decreasing function of …
Persistent link: https://www.econbiz.de/10012992773
Saved in:
3
Continuous-time perpetuities and time reversal of diffusions
Kardaras, Constantinos
;
Robertson, Scott
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 65-110
Persistent link: https://www.econbiz.de/10011944065
Saved in:
4
Seemingly unrelated regression equation systems under diffuse stochastic prior information : a recursive analytical approach
Steel, Mark F. J.
-
1988
Persistent link: https://www.econbiz.de/10000782853
Saved in:
5
Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.
;
Williams, David
-
1979
Persistent link: https://www.econbiz.de/10000342900
Saved in:
6
Testing the parametric specification of the diffusion function in a diffusion process
Li, Fuchun
- In:
Econometric theory
23
(
2007
)
2
,
pp. 221-250
Persistent link: https://www.econbiz.de/10003429710
Saved in:
7
Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet process
Feng, Shui
;
Sun, Wei
- In:
Probability theory and related fields
148
(
2010
)
3/4
,
pp. 501-525
Persistent link: https://www.econbiz.de/10008649938
Saved in:
8
Testing diffusion processes for non-stationarity
Hamrick, Jeff
;
Taqqu, Murad S.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 509-551
Persistent link: https://www.econbiz.de/10003858276
Saved in:
9
A stochastic approach to diffusion model with asymmetric influence
Suzuki, Naomichi
;
Tanaka, Masatoshi
;
Kasai, Kazuhiro
; …
- In:
International journal of manufacturing technology and …
22
(
2011
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10008987177
Saved in:
10
Knowledge diffusion processes : theoretical and empirical considerations
Klarl, Torben
-
2011
Persistent link: https://www.econbiz.de/10008990348
Saved in:
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