Found 15 Documents (Results 1–15)
Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications. (English) Zbl 1541.62235
Parameter estimation for a type of nonlinear stochastic models observed with error. (English) Zbl 1506.62074
SEM modeling with singular moment matrices. II: ML-estimation of sampled stochastic differential equations. (English) Zbl 1275.60055
Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms. (English) Zbl 1325.62180
SEM modeling with singular moment matrices. I: ML-estimation of time series. (English) Zbl 1202.62124
Parametric inference for mixed models defined by stochastic differential equations. (English) Zbl 1182.62164
Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview. (English) Zbl 1134.91430
Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing. (English) Zbl 1037.62097
Reviewer: R. E. Maiboroda (Kyïv)
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