References in zbMATH (referenced in 50 articles , 1 standard article )

Showing results 1 to 20 of 50.
Sorted by year (citations)

1 2 3 next

  1. Albano, G.; Giorno, V.: Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process (2020)
  2. Arsalane Chouaib Guidoum, Kamal Boukhetala: Performing Parallel Monte Carlo and Moment Equations Methods for Ito and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc (2020) not zbMATH
  3. Comte, Fabienne; Genon-Catalot, Valentine: Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (2020)
  4. Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter: Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (2020)
  5. Kaino, Yusuke; Nakakita, Shogo H.; Uchida, Masayuki: Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (2020)
  6. Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N.: Parameter estimation for non-stationary Fisher-Snedecor diffusion (2020)
  7. Mulvey, John M.; Sun, Yifan; Wang, Mengdi; Ye, Jing: Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (2020)
  8. Bluhmki, Tobias; Dobler, Dennis; Beyersmann, Jan; Pauly, Markus: The wild bootstrap for multivariate Nelson-Aalen estimators (2019)
  9. De Gregorio, A.; Iacus, S. M.: Empirical (L^2)-distance test statistics for ergodic diffusions (2019)
  10. Ernst, Philip A.; Soleymani, Fazlollah: A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (2019)
  11. García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.; Hamelryck, Thomas: Langevin diffusions on the torus: estimation and applications (2019)
  12. Gomes, Susana N.; Stuart, Andrew M.; Wolfram, Marie-Therese: Parameter estimation for macroscopic pedestrian dynamics models from microscopic data (2019)
  13. Lejay, Antoine; Pigato, Paolo: A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data (2019)
  14. Nakakita, Shogo H.; Uchida, Masayuki: Adaptive test for ergodic diffusions plus noise (2019)
  15. Buonocore, A.; Nobile, A. G.; Pirozzi, E.: Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (2018)
  16. Krumscheid, Sebastian: Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data (2018)
  17. Augustyniak, Maciej; Boudreault, Mathieu: Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk (2017)
  18. Buonocore, Aniello; Nobile, Amelia G.; Pirozzi, Enrica: Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (2017)
  19. Charles Driver and Johan Oud and Manuel Voelkle: Continuous Time Structural Equation Modeling with R Package ctsem (2017) not zbMATH
  20. Lee, Wooyong; Greenwood, Priscilla E.; Heckman, Nancy; Wefelmeyer, Wolfgang: Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (2017)

1 2 3 next