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Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)
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Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics) (2008)Simulation and Inference for Stochastic D…Introduction to Stochastic Differential Equations (2014)Introduction to Stochastic Di…A Primer on Stochastic Differential Geometry for Signal Processing (2013)A Primer on Stochastic Differ…Estimating functions for diffusion-type processes (2012)Estimating functions for diff…Stochastic Differential Equations and Diffusion Processes (1983)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Stochastic Integration and Differential Equations (2005)Numerical solution of stochastic differential equations (2016)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Stochastic differential equations and applications (2008)Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns? (2011)Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation (2012)The Econometrics of Financial Markets (2012)Statistical inferences for price staleness (2020)
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  • 2012Estimating functions for diffusion-type processes50 cited
  • 2014Introduction to Stochastic Differential Equations33 cited
  • 2013A Primer on Stochastic Differential Geometry for Signal Processing22 cited

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