Skip to contents Mai, Hilmar [Author] ; Küchler, Uwe [Degree supervisor]; Reiß, Markus [Degree supervisor]; Sørensen, Michael [Degree supervisor] Drift estimation for jump diffusions : time-continuous and high-frequency observations Books View online Schließen > Access https://d-nb.info/102691423X/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012 Frazier, David T. [Author]; Maneesoonthorn, Worapree [Author]; Martin, Gael M. [Author]; McCabe, Brendan Peter Martin [Author] Approximate Bayesian forecasting Books View online Schließen > Access https://www.monash.edu/business/ebs/research/publications/ebs/wp02-2018v1.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2018 Published in: Monash University: Working paper ; 2018,2 Duan, Jin-Chuan [Author]; Fülöp, András [Author] How frequently does the stock price jump? An analysis of high-frequency data with microstructure noises Books View online Schließen > Links http://hdl.handle.net/10419/83623 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Budapest: Magyar Nemzeti Bank, 2007 Chourdakis, Kyriakos [Author] Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps Books View online Schließen > Links http://hdl.handle.net/10419/62915 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, Department of Economics, 2002 Kolokolʹcov, Vassilij N. [Author] Quantum mean-field games with the observations of counting type Articles View online Schließen > Access https://www.mdpi.com/2073-4336/12/1/7/pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Games ; 12(2021), 1/7 vom: März, Seite 1-14 Kolokolʹcov, Vassilij N. [Author] Quantum mean-field games with the observations of counting type Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Mai, Hilmar [Author] ; Küchler, Uwe [Contributor]; Reiß, Markus [Contributor]; Sørensen, Michael [Contributor] Drift estimation for jump diffusions ; time-continuous and high-frequency observations Thesis View online Schließen > Links http://edoc.hu-berlin.de/18452/17242 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012-10-08 Hess, Markus [Author] ; Kiesel, Rüdiger [Degree supervisor]; Belomestny, Denis [Degree supervisor]; Rheinländer, Thorsten [Degree supervisor] Pricing Energy, Weather and Emission Derivatives under Future Information Books View online Schließen > Access https://d-nb.info/1035066475/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Duisburg; Essen: Universitätsbibliothek Duisburg-Essen, 2013 Hess, Markus [Author] ; Kiesel, Rüdiger [Contributor] Pricing Energy, Weather and Emission Derivatives under Future Information Thesis View online Schließen > Links https://nbn-resolving.org/urn:nbn:de:hbz:464-20130513-120626-1 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. University of Duisburg-Essen: DuEPublico2 (Duisburg Essen Publications online), 2013-05-13 Abbassi, Noufel [Author] ; Evry, Institut national des télécommunications [Contributor]; Pieczynski, Wojciech [Contributor] Chaînes de Markov triplets et filtrage optimal dans les systemes à sauts ; Triplet Markov chains and optimal filtering in the jump systems Thesis View online Schließen > Links http://www.theses.fr/2012TELE0018/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2012-04-26 Guay, Francois [Author] ; Schwenkler, Gustavo [Other] Efficient Inference and Filtering for Multivariate Jump-Diffusions Books View online Schließen > Access https://ssrn.com/abstract=3020176 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Gloter, Arnaud [Author]; Loukianova, Dasha [Author]; Mai, Hilmar [Author] Jump filtering and efficient drift estimation for Lévy-Driven SDE'S Books View online Schließen > Access http://crest.science/RePEc/wpstorage/2016-04.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Palaiseau]: Centre de recherche en economie et statistique, [2016] Published in: Centre de recherche en économie et statistique: Série des documents de travail ; 2016,04 Esposito, Francesco [Author] ; Cummins, Mark [Other] Filtering and Likelihood Estimation of Latent Factor Jump-Diffusions with an Application to Stochastic Volatility Models Books View online Schließen > Access https://ssrn.com/abstract=2617144 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Bégin, Jean-François [Author]; Amaya, Diego [Author]; Gauthier, Geneviève [Author]; Malette, Marie-Eve [Author] Supplementary Material of On the Estimation of Jump-Diffusion Models Using Intraday Data : A Filtering-Based Approach Books View online Schließen > Access https://ssrn.com/abstract=3737708 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: SIAM J. Financial Mathematics Rupnik Poklukar, Darja Nonlinear filtering for jump-diffusions Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2006 Published in: Journal of Computational and Applied Mathematics Ceci, Claudia; Colaneri, Katia Nonlinear Filtering for Jump Diffusion Observations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2012 Published in: Advances in Applied Probability Ceci, Claudia; Colaneri, Katia Nonlinear Filtering for Jump Diffusion Observations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2012 Published in: Advances in Applied Probability CECI, CLAUDIA; COLANERI, KATIA NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Applied Probability Trust, 2012 Published in: Advances in Applied Probability De Souza, C. E.; Fragoso, M. D. H ∞ filtering for Markovian jump linear systems Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2002 Published in: International Journal of Systems Science Wang, San; Wu, Zheng-Guang Asynchronous Energy-to-Peak Filtering for Restricted Markov Jump Systems Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute of Electrical and Electronics Engineers (IEEE), 2024 Published in: IEEE Transactions on Automatic Control
Mai, Hilmar [Author] ; Küchler, Uwe [Degree supervisor]; Reiß, Markus [Degree supervisor]; Sørensen, Michael [Degree supervisor] Drift estimation for jump diffusions : time-continuous and high-frequency observations Books View online Schließen > Access https://d-nb.info/102691423X/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012
Frazier, David T. [Author]; Maneesoonthorn, Worapree [Author]; Martin, Gael M. [Author]; McCabe, Brendan Peter Martin [Author] Approximate Bayesian forecasting Books View online Schließen > Access https://www.monash.edu/business/ebs/research/publications/ebs/wp02-2018v1.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2018 Published in: Monash University: Working paper ; 2018,2
> Access https://www.monash.edu/business/ebs/research/publications/ebs/wp02-2018v1.pdf Show more show less
Duan, Jin-Chuan [Author]; Fülöp, András [Author] How frequently does the stock price jump? An analysis of high-frequency data with microstructure noises Books View online Schließen > Links http://hdl.handle.net/10419/83623 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Budapest: Magyar Nemzeti Bank, 2007
Chourdakis, Kyriakos [Author] Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps Books View online Schließen > Links http://hdl.handle.net/10419/62915 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, Department of Economics, 2002
Kolokolʹcov, Vassilij N. [Author] Quantum mean-field games with the observations of counting type Articles View online Schließen > Access https://www.mdpi.com/2073-4336/12/1/7/pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Games ; 12(2021), 1/7 vom: März, Seite 1-14
Kolokolʹcov, Vassilij N. [Author] Quantum mean-field games with the observations of counting type Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Mai, Hilmar [Author] ; Küchler, Uwe [Contributor]; Reiß, Markus [Contributor]; Sørensen, Michael [Contributor] Drift estimation for jump diffusions ; time-continuous and high-frequency observations Thesis View online Schließen > Links http://edoc.hu-berlin.de/18452/17242 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012-10-08
Hess, Markus [Author] ; Kiesel, Rüdiger [Degree supervisor]; Belomestny, Denis [Degree supervisor]; Rheinländer, Thorsten [Degree supervisor] Pricing Energy, Weather and Emission Derivatives under Future Information Books View online Schließen > Access https://d-nb.info/1035066475/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Duisburg; Essen: Universitätsbibliothek Duisburg-Essen, 2013
Hess, Markus [Author] ; Kiesel, Rüdiger [Contributor] Pricing Energy, Weather and Emission Derivatives under Future Information Thesis View online Schließen > Links https://nbn-resolving.org/urn:nbn:de:hbz:464-20130513-120626-1 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. University of Duisburg-Essen: DuEPublico2 (Duisburg Essen Publications online), 2013-05-13
Abbassi, Noufel [Author] ; Evry, Institut national des télécommunications [Contributor]; Pieczynski, Wojciech [Contributor] Chaînes de Markov triplets et filtrage optimal dans les systemes à sauts ; Triplet Markov chains and optimal filtering in the jump systems Thesis View online Schließen > Links http://www.theses.fr/2012TELE0018/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2012-04-26
Guay, Francois [Author] ; Schwenkler, Gustavo [Other] Efficient Inference and Filtering for Multivariate Jump-Diffusions Books View online Schließen > Access https://ssrn.com/abstract=3020176 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Gloter, Arnaud [Author]; Loukianova, Dasha [Author]; Mai, Hilmar [Author] Jump filtering and efficient drift estimation for Lévy-Driven SDE'S Books View online Schließen > Access http://crest.science/RePEc/wpstorage/2016-04.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Palaiseau]: Centre de recherche en economie et statistique, [2016] Published in: Centre de recherche en économie et statistique: Série des documents de travail ; 2016,04
Esposito, Francesco [Author] ; Cummins, Mark [Other] Filtering and Likelihood Estimation of Latent Factor Jump-Diffusions with an Application to Stochastic Volatility Models Books View online Schließen > Access https://ssrn.com/abstract=2617144 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Bégin, Jean-François [Author]; Amaya, Diego [Author]; Gauthier, Geneviève [Author]; Malette, Marie-Eve [Author] Supplementary Material of On the Estimation of Jump-Diffusion Models Using Intraday Data : A Filtering-Based Approach Books View online Schließen > Access https://ssrn.com/abstract=3737708 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: SIAM J. Financial Mathematics
Rupnik Poklukar, Darja Nonlinear filtering for jump-diffusions Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2006 Published in: Journal of Computational and Applied Mathematics
Ceci, Claudia; Colaneri, Katia Nonlinear Filtering for Jump Diffusion Observations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2012 Published in: Advances in Applied Probability
Ceci, Claudia; Colaneri, Katia Nonlinear Filtering for Jump Diffusion Observations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2012 Published in: Advances in Applied Probability
CECI, CLAUDIA; COLANERI, KATIA NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Applied Probability Trust, 2012 Published in: Advances in Applied Probability
De Souza, C. E.; Fragoso, M. D. H ∞ filtering for Markovian jump linear systems Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2002 Published in: International Journal of Systems Science
Wang, San; Wu, Zheng-Guang Asynchronous Energy-to-Peak Filtering for Restricted Markov Jump Systems Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute of Electrical and Electronics Engineers (IEEE), 2024 Published in: IEEE Transactions on Automatic Control
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