Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2104350570
@@ Property / OpenAlex ID: W2104350570 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q41864963
@@ Property / Wikidata QID: Q41864963 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric tests of the Markov hypothesis in continuous-time models
+Normal rank
@@ Property / cites work @@
+Nonparametric Transition-Based Tests for Jump Diffusions
+Normal rank
@@ Property / cites work @@
+Q4272821
@@ Property / cites work: Q4272821 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models. I: Local asymptotic normality in the stationary case.
+Normal rank
@@ Property / cites work @@
+On some global measures of the deviations of density function estimates
+Normal rank
@@ Property / cites work @@
+Nonparametric statistics for stochastic processes. Estimation and prediction.
+Normal rank
@@ Property / cites work @@
+Q3739966
@@ Property / cites work: Q3739966 / rank @@
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Confidence Bands in Nonparametric Regression
@@ Property / cites work: Confidence Bands in Nonparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
+Normal rank
@@ Property / cites work @@
+Generalized likelihood ratio statistics and Wilks phenomenon
+Normal rank
@@ Property / cites work @@
+On tail probabilities for martingales
@@ Property / cites work: On tail probabilities for martingales / rank @@
+Normal rank
@@ Property / cites work @@
+ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
+Normal rank
@@ Property / cites work @@
+Stochastic volatility models as hidden Markov models and statistical applications
+Normal rank
@@ Property / cites work @@
+An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
+Normal rank
@@ Property / cites work @@
+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
+Normal rank
@@ Property / cites work @@
+Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
+Normal rank
@@ Property / cites work @@
+Comparing nonparametric versus parametric regression fits
+Normal rank
@@ Property / cites work @@
+Consistent Specification Testing Via Nonparametric Series Regression
+Normal rank
@@ Property / cites work @@
+Probabilities of maximal deviations for nonparametric regression function estimates
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+Confidence Bands for Regression Functions
@@ Property / cites work: Confidence Bands for Regression Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3428623
@@ Property / cites work: Q3428623 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864761
@@ Property / cites work: Q4864761 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimation of stochastic volatility models
+Normal rank
@@ Property / cites work @@
+MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Empirical processes of long-memory sequences
@@ Property / cites work: Empirical processes of long-memory sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric and nonparametric models and methods in financial econometrics
+Normal rank
@@ Property / cites work @@
+Density estimation for nonlinear parametric models with conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Confidence bands in nonparametric time series regression
+Normal rank