Pages that link to "Item:Q3083789"

The following pages link to Local Linear Estimation of Second-Order Diffusion Models (Q3083789):

Displaying 17 items.

• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
• Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
• Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678) (← links)
• Double-smoothed drift estimation of jump-diffusion model (Q4976281) (← links)
• Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor (Q5030951) (← links)
• Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
• Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)
• Non parametric bias reduction of diffusion coefficient in integrated diffusion processes (Q5096017) (← links)
• (Q5260801) (← links)
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
• Strong consistency of nonparametric kernel estimators for integrated diffusion process (Q6541114) (← links)
• Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data (Q6641323) (← links)