✦ LIBER ✦

Inference on the variance and smoothing of the paths of diffusions

✍ Scribed by Gonzalo Perera; Mario Wschebor

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on statistical inference for a cl

✍ Anders Rygh Swensen 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 749 KB

On the smoothness of optimal paths

✍ Blot, Joël ;Crettez, Bertrand 📂 Article 📅 2004 🏛 Springer ⚖ 314 KB

The Use of Score Tests for Inference on

✍ Geert Verbeke; Geert Molenberghs 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

Classical and variance bounds tests of t

✍ Sophia P. Dimelis; Moheb A. Ghali 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 680 KB

Fixed-Point Smoothing of Scalar Diffusio

✍ Bobrovsky, B. Z.; Steinberg, Y.; Schuss, Z. 📂 Article 📅 2001 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 144 KB

The continuous and discrete path-varianc

✍ Justo Puerto; Federica Ricca; Andrea Scozzari 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 123 KB