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A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models
Scandinavian Journal of Statistics
◽
10.1111/1467-9469.00258
◽
2001
◽
Vol 28
(4)
◽
pp. 617-623
◽
Cited By ~ 3
Author(s):
J. H. van Zanten
Keyword(s):
Diffusion Models
◽
Consistent Estimation
◽
Ergodic Diffusion
Download Full-text
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Adaptive efficient analysis for big data ergodic diffusion models
Statistical Inference for Stochastic Processes
◽
10.1007/s11203-021-09241-9
◽
2021
◽
Author(s):
Leonid I. Galtchouk
◽
Serge M. Pergamenshchikov
Keyword(s):
Big Data
◽
Diffusion Models
◽
Ergodic Diffusion
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Countermanding Saccades in Humans: New Evidence for Testing Race Versus Diffusion Models
PsycEXTRA Dataset
◽
10.1037/e501882009-755
◽
2000
◽
Author(s):
Hans Colonius
◽
Adele Diederich
Keyword(s):
Diffusion Models
◽
New Evidence
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Supplemental Material for A Comparison of Conflict Diffusion Models in the Flanker Task Through Pseudolikelihood Bayes Factors
Psychological Review
◽
10.1037/rev0000165.supp
◽
2019
◽
Keyword(s):
Flanker Task
◽
Diffusion Models
◽
Bayes Factors
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An Analysis of Diffusion Models of Hydrogen in Solid Solution Alloys of fcc and bcc Lattice Structures
Zeitschrift für Physikalische Chemie
◽
10.1524/zpch.1985.146.2.215
◽
1985
◽
Vol 146
(2)
◽
pp. 215-215
Author(s):
Y. Sakamoto
Keyword(s):
Solid Solution
◽
Diffusion Models
◽
Lattice Structures
◽
Bcc Lattice
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On Formalization of Information Dissemination Processes Based on Hybrid Diffusion Models
Journal of Automation and Information Sciences
◽
10.1615/jautomatinfscien.v50.i7.70
◽
2018
◽
Vol 50
(7)
◽
pp. 79-86
Author(s):
Evgeniy V. Ivokhin
◽
Yuriy A. Naumenko
Keyword(s):
Information Dissemination
◽
Diffusion Models
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Faculty Opinions recommendation of Fractional diffusion models of cardiac electrical propagation: role of structural heterogeneity in dispersion of repolarization.
Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature
◽
10.3410/f.718508462.793497755
◽
2014
◽
Author(s):
Jan Kucera
Keyword(s):
Structural Heterogeneity
◽
Fractional Diffusion
◽
Diffusion Models
◽
Dispersion Of Repolarization
◽
Electrical Propagation
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Implicit-Explicit Method for American Options in Jump-Diffusion Models with Stochastic Volatility
SSRN Electronic Journal
◽
10.2139/ssrn.1107646
◽
2008
◽
Author(s):
Svetlana I. Boyarchenko
◽
Sergei Z. Levendorskii
Keyword(s):
Stochastic Volatility
◽
American Options
◽
Jump Diffusion
◽
Diffusion Models
◽
Explicit Method
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Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis Was Good for
SSRN Electronic Journal
◽
10.2139/ssrn.2022909
◽
2012
◽
Author(s):
Paulo Rodrigues
◽
Norman Seeger
◽
Roman Frey
Keyword(s):
Financial Crisis
◽
Jump Diffusion
◽
Diffusion Models
◽
Out Of Sample
◽
Good For
◽
Equity Indices
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Numerical Schemes for Pricing Asian Options Under State-Dependent Regime-Switching Jump-Diffusion Models
SSRN Electronic Journal
◽
10.2139/ssrn.2571507
◽
2015
◽
Author(s):
Duy-Minh Dang
◽
Duy Nguyen
◽
Granville Sewell
Keyword(s):
Regime Switching
◽
Jump Diffusion
◽
Diffusion Models
◽
Asian Options
◽
Numerical Schemes
◽
State Dependent
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Consistent Estimation for Aggregated GARCH Processes
SSRN Electronic Journal
◽
10.2139/ssrn.276672
◽
2001
◽
Cited By ~ 5
Author(s):
Ivana Komunjer
Keyword(s):
Consistent Estimation
◽
Garch Processes
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