Pages that link to "Item:Q1433460"
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The following pages link to Nonparametric volatility density estimation (Q1433460):
Displaying 22 items.
- Non-parametric volatility estimation in continuous time (Q367547) (← links)
- Estimation of the instantaneous volatility (Q411549) (← links)
- Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Nonparametric implied Lévy densities (Q666590) (← links)
- Estimation of distributions, moments and quantiles in deconvolution problems (Q955132) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Limit theorems for discretely observed stochastic volatility models (Q1275855) (← links)
- Laguerre and Hermite bases for inverse problems (Q1657860) (← links)
- Nonparametric density estimation from observations with multiplicative measurement errors (Q2179230) (← links)
- On the data-driven COS method (Q2422825) (← links)
- One approach to the problem of nonparametric estimation in statistics of random processes based on the method of ill-posed problem (Q2451255) (← links)
- A ridge-parameter approach to deconvolution (Q2456010) (← links)
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution (Q2892920) (← links)
- (Q3550593) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- Penalized Projection Estimator for Volatility Density (Q5430626) (← links)
- Density deconvolution with associated stationary data. (Q6136992) (← links)