Pages that link to "Item:Q1043731"

The following pages link to Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731):

Displaying 17 items.

• Testing normality: a GMM approach (Q261889) (← links)
• Estimation of partial differential equations with applications in finance (Q295399) (← links)
• Spectral estimation for diffusions with random sampling times (Q311984) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Realized volatility forecasting and market microstructure noise (Q737278) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Nonlinear principal components. II: Characterization of normal distributions (Q1002347) (← links)
• Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities (Q1807087) (← links)
• Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
• Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
• Editorial: Dynamic factor models (Q2439042) (← links)
• Nonlinearity and temporal dependence (Q2630203) (← links)
• Diffusion copulas: identification and estimation (Q2658762) (← links)
• Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
• On the concavity of the first NLPC transformation of unimodal symmetric random variables (Q3021104) (← links)
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
• A practical guide to compact infinite dimensional parameter spaces (Q5860955) (← links)