An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data
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DOI: 10.1111/j.1467-9892.2005.00454.x
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References listed on IDEAS
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Cited by:
- J. Jimenez & R. Biscay & T. Ozaki, 2005. "Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(2), pages 109-141, June.
- Quentin J M Huys & Liam Paninski, 2009. "Smoothing of, and Parameter Estimation from, Noisy Biophysical Recordings," PLOS Computational Biology, Public Library of Science, vol. 5(5), pages 1-16, May.
- Arenas, Zochil González & Jimenez, Juan Carlos & Lozada-Chang, Li-Vang & Santana, Roberto, 2021. "Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 449-467.
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