//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Statistical Inference for Stochastic Processes"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
continuous time
2
diffusion processes
2
Almost periodic covariance
1
Asymptotic normality
1
Bayesian estimator
1
Compound Poisson process
1
Consistent estimator
1
Continuous time hidden Markov models
1
Continuous time process
1
Continuous-time diffusion
1
Discrete time observation of continuous time models
1
Discrete time sampling
1
Filtering
1
Jitter
1
Limit distribution
1
Limit likelihood ratio
1
Maximum Likelihood estimator
1
Nonlinear threshold models
1
Partial observations
1
Primary 62G30
1
Secondary 62M10
1
Spectral covariance
1
Stochastic delay differential equation
1
application to economics
1
asymptotic variance
1
bandwidth selection
1
cointegration
1
continuous time finance
1
continuous time stochastic process
1
dependent data
1
derivatives pricing
1
discretely sampled continuous time Markov models
1
identification
1
idiosyncratic risk
1
kernel estimate
1
likelihood function
1
martingale estimating functions
1
matrix exponential
1
nonparametric density estimation
1
quasi-likelihood
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Language
All
Undetermined
9
Author
All
Sørensen, Michael
2
Chan, Ngai
1
Chigansky, Pavel
1
Dehay, Dominique
1
Kessler, M.
1
Kessler, Mathieu
1
Kutoyants, Yury
1
Küchler, Uwe
1
McCrorie, J.
1
Melenberg, Bertrand
1
Monsan, Vincent
1
Rahbek, A.
1
Sköld, M.
1
Werker, Bas
1
more ...
less ...
Published in...
All
Statistical Inference for Stochastic Processes
Physica A: Statistical Mechanics and its Applications
33
Quantitative Finance
13
Computational Statistics
11
European journal of operational research : EJOR
11
Mathematical Methods of Operations Research
11
Journal of econometrics
10
Journal of economic theory
9
Statistics & Probability Letters
9
Journal of economic dynamics & control
8
Games and economic behavior
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
CEPR Discussion Papers
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Dynamic games and applications : DGA
6
European Journal of Operational Research
6
Journal of mathematical economics
6
Stochastic Processes and their Applications
6
Finance and Stochastics
5
International journal of production research
5
Mathematics and Computers in Simulation (MATCOM)
5
Dynamic Games and Applications
4
Economic Theory
4
Insurance / Mathematics & economics
4
Insurance: Mathematics and Economics
4
Journal of Economic Dynamics and Control
4
Journal of Economic Theory
4
Journal of economic behavior & organization : JEBO
4
Journal of empirical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical methods of operations research : ZOR
4
Mathematics of operations research
4
Operations research letters
4
Annals of Finance
3
Annals of finance
3
Applied Mathematical Finance
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics Letters
3
Economics letters
3
Finance and stochastics
3
more ...
less ...
Source
All
RePEc
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On parameter estimation of threshold autoregressive models
Chan, Ngai
;
Kutoyants, Yury
- In:
Statistical Inference for Stochastic Processes
15
(
2012
)
1
,
pp. 81-104
Persistent link: https://www.econbiz.de/10010539196
Saved in:
2
A simple estimator for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe
;
Sørensen, Michael
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 125-132
Persistent link: https://www.econbiz.de/10008456194
Saved in:
3
Maximum likelihood estimator for hidden Markov models in
continuous
time
Chigansky, Pavel
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
2
,
pp. 139-163
Persistent link: https://www.econbiz.de/10005004376
Saved in:
4
Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes
Dehay, Dominique
;
Monsan, Vincent
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
3
,
pp. 223-253
Persistent link: https://www.econbiz.de/10005184572
Saved in:
5
On Time-Reversibility and Estimating Functions for Markov Processes
Kessler, Mathieu
;
Sørensen, Michael
- In:
Statistical Inference for Stochastic Processes
8
(
2005
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10005616014
Saved in:
6
Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
Kessler, M.
;
Rahbek, A.
- In:
Statistical Inference for Stochastic Processes
7
(
2004
)
2
,
pp. 137-151
Persistent link: https://www.econbiz.de/10005616066
Saved in:
7
The Likelihood of the Parameters of a
Continuous
Time
Vector Autoregressive Model
McCrorie, J.
- In:
Statistical Inference for Stochastic Processes
5
(
2002
)
3
,
pp. 273-286
Persistent link: https://www.econbiz.de/10005184573
Saved in:
8
The Asymptotic Variance of the
Continuous-Time
Kernel Estimator with Applications to Bandwidth Selection
Sköld, M.
- In:
Statistical Inference for Stochastic Processes
4
(
2001
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10005616064
Saved in:
9
A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
Melenberg, Bertrand
;
Werker, Bas
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10005615998
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->