Pages that link to "Item:Q4561980"
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The following pages link to BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION (Q4561980):
Displaying 9 items.
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- Online Kernel estimation of stationary stochastic diffusion models (Q4555126) (← links)
- A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
- A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels (Q4966763) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- Non parametric bias reduction of diffusion coefficient in integrated diffusion processes (Q5096017) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
