Research graph
References from Spectral methods for identifying scalar diffusions. Local targets link to admitted publications; unresolved targets remain external evidence.
Nonparametric pricing of interest rate derivative securities
10.2307/2171860 · 1996 · External reference
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Nonparametric Identification for Diffusion Processes
10.1137/0316024 · 1978 · External reference
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1989 · External reference
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1960 · External reference
Asymptotic analysis of P.D.E.s with wide-band noise disturbances, and expansion of the moments
10.1080/07362998408809044 · 1984 · External reference
A subordinated stochastic process model with finite variance for speculative prices
10.2307/1913889 · 1973 · External reference
10.1093/rfs/10.3.525
10.1093/rfs/10.3.525 · External reference
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1986 · External reference
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10.1017/s0305004100056152
10.1017/s0305004100056152 · External reference
Back to the future: Generating moment implications for continuous-time markov processes
10.2307/2171800 · 1995 · External reference
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1988 · External reference
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1968 · External reference
A characterization of birth and death processes
10.1073/pnas.45.3.375 · 1959 · External reference
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1981 · External reference
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1968 · External reference
10.1007/978-1-4612-5561-1
10.1007/978-1-4612-5561-1 · External reference
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Fitting stochastic models to longitudinal survey data – some examples in the social sciences
1977 · External reference
10.1007/978-1-4612-6027-1
10.1007/978-1-4612-6027-1 · External reference
10.1007/bfb0077960
10.1007/bfb0077960 · External reference
10.1090/psapm/016/0161375
10.1090/psapm/016/0161375 · External reference