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Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael - 2000
Persistent link: https://www.econbiz.de/10001456710
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Deviation probability bound for martingales with applications to statistical estimation
Liptser, R.; Spokojnyj, Vladimir G. - 1999
Persistent link: https://www.econbiz.de/10001424879
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No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem; Eom, Young Ho - 1997
Persistent link: https://www.econbiz.de/10001442896
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On tail distributions of supremum and quadratic variation of local martingales
Liptser, R.; Novikov, Alexander - 2004
Persistent link: https://www.econbiz.de/10002251058
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Discrete-time martingale convergence results and nonlinear estimation using time-series data
Los, Cornelis A. - 1982 - Rev
Persistent link: https://www.econbiz.de/10002494395
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Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774664
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Specification tests for the distribution of errors in nonoarametric regression : a martingale approach
Mora, Juan; Pérez-Alonso, Alicia - 2008
Persistent link: https://www.econbiz.de/10003871481
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A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
Li, Minqiang - In: Journal of economic dynamics & control 34 (2010) 2, pp. 132-157
Persistent link: https://www.econbiz.de/10003947634
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Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao; Zhao, Feng - In: The review of financial studies 22 (2009) 11, pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303