Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085): Difference between revisions

@@ Property / cites work @@
+Nonparametric Pricing of Interest Rate Derivative Securities
+Normal rank
@@ Property / cites work @@
+Q5447121
@@ Property / cites work: Q5447121 / rank @@
+Normal rank
@@ Property / cites work @@
+On the functional estimation of jump-diffusion models.
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
+Normal rank
@@ Property / cites work @@
+Empirical likelihood confidence intervals for nonparametric density estimation
+Normal rank
@@ Property / cites work @@
+A test for model specification of diffusion processes
+Normal rank
@@ Property / cites work @@
+Empirical likelihood confidence intervals for local linear smoothers
+Normal rank
@@ Property / cites work @@
+Reducing variance in univariate smoothing
@@ Property / cites work: Reducing variance in univariate smoothing / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+A selective overview of nonparametric methods in financial econometrics
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
+Normal rank
@@ Property / cites work @@
+On estimating the diffusion coefficient from discrete observations
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5447119
@@ Property / cites work: Q5447119 / rank @@
+Normal rank
@@ Property / cites work @@
+BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION
+Normal rank
@@ Property / cites work @@
+Brownian Motion in the Stock Market
@@ Property / cites work: Brownian Motion in the Stock Market / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood ratio confidence intervals for a single functional
+Normal rank
@@ Property / cites work @@
+Q2756704
@@ Property / cites work: Q2756704 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
+Normal rank
@@ Property / cites work @@
+Empirical likelihood based inference for the derivative of the nonparametric regression function
+Normal rank
@@ Property / cites work @@
+Simultaneous confidence bands for linear regression and smoothing
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank