We consider three different martingale estimating functions based on discrete-time observations
of a diffusion process. One is the discretized continuous-time score function adjusted by …

Aims Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) binds to angiotensin
converting enzyme 2 (ACE2) enabling entrance of the virus into cells and causing the …

Distributions that have tails heavier than the normal distribution are ubiquitous in finance.
For purposes such as risk management and derivative pricing it is important to use relatively …

Macrophages are involved in inflammation and liver fibrosis and soluble (s)CD163 is a
specific marker of activated macrophages. We investigated associations between sCD163 and …

Flexible stationary diffusion-type models are developed that can fit both the marginal distribution
and the correlation structure found in many time series from, for example, finance and …

Purpose: To investigate; (i) the relationship between the 5STS-test and lower extremity
muscle strength and balance, and (ii) the variability of the 5STS-test in multiple sclerosis (MS) …

Background & Aims Macrophage activation plays a key pathogenic role in experimental non‐alcoholic
fatty liver disease ( NAFLD ) and contributes to the progression of steatohepatitis ( …

In the present paper we consider a model for stock prices which is a generalization of the
model behind the Black–Scholes formula for pricing European call options. We model the log-…

Objective assessment of crop soil cover, defined as the percentage of leaf cover that has
been buried in soil because of weed harrowing, is crucial to further progress in post‐…

Publisher Summary This chapter demonstrates that estimating functions can be found not
only for ordinary diffusions but also for stochastic volatility models and diffusions with jumps. …