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Continuous time
3
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continuous time
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diffusion processes
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1
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1
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Van, Cuong Le
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Economic Theory
Statistical Inference for Stochastic Processes
Physica A: Statistical Mechanics and its Applications
33
CESifo Working Paper
17
European journal of operational research : EJOR
16
Journal of economic dynamics & control
13
MPRA Paper
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Cowles Foundation Discussion Papers
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International Journal of Theoretical and Applied Finance (IJTAF)
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7
Journal of mathematical economics
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CREATES Research Papers
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Computers & operations research : and their applications to problems of world concern ; an international journal
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European Journal of Operational Research
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Stochastic Processes and their Applications
6
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5
CIRANO Working Papers
5
International journal of production research
5
Journal of economic behavior & organization : JEBO
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics and Computers in Simulation (MATCOM)
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RePEc
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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
Continuous
time
one-dimensional asset-pricing models with analytic price–dividend functions
Chen, Yu
;
Cosimano, Thomas
;
Himonas, Alex
- In:
Economic Theory
42
(
2010
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10008497291
Saved in:
3
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:
4
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:
5
Existence of solutions in
continuous-time
optimal growth models
Hippolyte d’Albis
;
Gourdel, Pascal
;
Van, Cuong Le
- In:
Economic Theory
37
(
2008
)
2
,
pp. 321-333
Persistent link: https://www.econbiz.de/10005596604
Saved in:
6
The determinacy of equilibrium in economies of overlapping generations
Demichelis, S.
;
Polemarchakis, H.
- In:
Economic Theory
32
(
2007
)
3
,
pp. 461-475
Persistent link: https://www.econbiz.de/10005753392
Saved in:
7
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:
8
Market clearing, utility functions, and securities prices
Raimondo, Roberto
- In:
Economic Theory
25
(
2005
)
2
,
pp. 265-285
We prove the existence of equilibrium in a
continuous-time
finance model; our results include the case of dynamically …
Persistent link: https://www.econbiz.de/10005147335
Saved in:
9
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:
10
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:
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