A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models

Scandinavian Journal of Statistics ◽

10.1111/1467-9469.00258 ◽

2001 ◽

Vol 28 (4) ◽

pp. 617-623 ◽

Author(s):

J. H. van Zanten

Keyword(s):

Diffusion Models ◽

Consistent Estimation ◽

Ergodic Diffusion

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Adaptive efficient analysis for big data ergodic diffusion models

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-021-09241-9 ◽

2021 ◽

Author(s):

Leonid I. Galtchouk ◽

Serge M. Pergamenshchikov

Keyword(s):

Big Data ◽

Diffusion Models ◽

Ergodic Diffusion

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Countermanding Saccades in Humans: New Evidence for Testing Race Versus Diffusion Models

PsycEXTRA Dataset ◽

10.1037/e501882009-755 ◽

2000 ◽

Author(s):

Hans Colonius ◽

Adele Diederich

Keyword(s):

Diffusion Models ◽

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Supplemental Material for A Comparison of Conflict Diffusion Models in the Flanker Task Through Pseudolikelihood Bayes Factors

Psychological Review ◽

10.1037/rev0000165.supp ◽

2019 ◽

Keyword(s):

Flanker Task ◽

Diffusion Models ◽

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An Analysis of Diffusion Models of Hydrogen in Solid Solution Alloys of fcc and bcc Lattice Structures

Zeitschrift für Physikalische Chemie ◽

10.1524/zpch.1985.146.2.215 ◽

1985 ◽

Vol 146 (2) ◽

pp. 215-215

Author(s):

Y. Sakamoto

Keyword(s):

Solid Solution ◽

Diffusion Models ◽

Lattice Structures ◽

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On Formalization of Information Dissemination Processes Based on Hybrid Diffusion Models

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v50.i7.70 ◽

2018 ◽

Vol 50 (7) ◽

pp. 79-86

Author(s):

Evgeniy V. Ivokhin ◽

Yuriy A. Naumenko

Keyword(s):

Information Dissemination ◽

Diffusion Models

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Faculty Opinions recommendation of Fractional diffusion models of cardiac electrical propagation: role of structural heterogeneity in dispersion of repolarization.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.718508462.793497755 ◽

2014 ◽

Author(s):

Jan Kucera

Keyword(s):

Structural Heterogeneity ◽

Fractional Diffusion ◽

Diffusion Models ◽

Dispersion Of Repolarization ◽

Electrical Propagation

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Implicit-Explicit Method for American Options in Jump-Diffusion Models with Stochastic Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.1107646 ◽

2008 ◽

Author(s):

Svetlana I. Boyarchenko ◽

Sergei Z. Levendorskii

Keyword(s):

Stochastic Volatility ◽

American Options ◽

Jump Diffusion ◽

Diffusion Models ◽

Explicit Method

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Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis Was Good for

SSRN Electronic Journal ◽

10.2139/ssrn.2022909 ◽

2012 ◽

Author(s):

Paulo Rodrigues ◽

Norman Seeger ◽

Roman Frey

Keyword(s):

Financial Crisis ◽

Jump Diffusion ◽

Diffusion Models ◽

Out Of Sample ◽

Good For ◽

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Numerical Schemes for Pricing Asian Options Under State-Dependent Regime-Switching Jump-Diffusion Models

SSRN Electronic Journal ◽

10.2139/ssrn.2571507 ◽

2015 ◽

Author(s):

Duy-Minh Dang ◽

Duy Nguyen ◽

Granville Sewell

Keyword(s):

Regime Switching ◽

Jump Diffusion ◽

Diffusion Models ◽

Asian Options ◽

Numerical Schemes ◽

State Dependent

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Consistent Estimation for Aggregated GARCH Processes

SSRN Electronic Journal ◽

10.2139/ssrn.276672 ◽

2001 ◽

Author(s):

Ivana Komunjer

Keyword(s):

Consistent Estimation ◽

Garch Processes

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