Asymptotics for recurrent diffusions with application to high frequency regression (Q341886): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2015.12.019
+Normal rank
@@ Property / OpenAlex ID @@
+W2528413862
@@ Property / OpenAlex ID: W2528413862 / rank @@
+Normal rank
@@ Property / cites work @@
+Stationarity-based specification tests for diffusions when the process is nonstationary
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum and minimum of one-dimensional diffusions
@@ Property / cites work: Maximum and minimum of one-dimensional diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
+Normal rank
@@ Property / cites work @@
+Limit theorems for null recurrent Markov processes
+Normal rank
@@ Property / cites work @@
+Diffusion processes and their sample paths.
@@ Property / cites work: Diffusion processes and their sample paths. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation in a nonlinear cointegration type model
+Normal rank
@@ Property / cites work @@
+Q5570526
@@ Property / cites work: Q5570526 / rank @@
+Normal rank
@@ Property / cites work @@
+NULL RECURRENT UNIT ROOT PROCESSES
@@ Property / cites work: NULL RECURRENT UNIT ROOT PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5445976
@@ Property / cites work: Q5445976 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for random walks, birth and death processes, and diffusion processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation and bias correction for diffusion processes
+Normal rank
@@ Property / cites work @@
+Donsker theorems for diffusions: necessary and sufficient conditions
+Normal rank
@@ Property / cites work @@
+On uniform laws of large numbers for ergodic diffusions and consistency of estimators
+Normal rank
@@ Property / cites work @@
+Structural Nonparametric Cointegrating Regression
@@ Property / cites work: Structural Nonparametric Cointegrating Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839093
@@ Property / cites work: Q4839093 / rank @@
+Normal rank