REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551): Difference between revisions

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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Some automated methods of smoothing time-dependent data
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+Methods for Estimating a Conditional Distribution Function
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+Nonparametric Pricing of Interest Rate Derivative Securities
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+Nonparametric kernel regression subject to monotonicity constraints
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+Nonlinear Time Series
@@ Property / cites work: Nonlinear Time Series / rank @@
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+On estimating the diffusion coefficient from discrete observations
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
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+Efficient estimation of conditional variance functions in stochastic regression
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+A selective overview of nonparametric methods in financial econometrics
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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+NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL  EXPONENTIAL ESTIMATOR
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+Intentionally Biased Bootstrap Methods
@@ Property / cites work: Intentionally Biased Bootstrap Methods / rank @@
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+Likelihood-Based Local Linear Estimation of the Conditional Variance Function
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Confidence Intervals Based on Local Linear Smoother
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+An equilibrium characterization of the term structure
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+A test for model specification of diffusion processes
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+Weighted Nadaraya-Watson regression estimation
@@ Property / cites work: Weighted Nadaraya-Watson regression estimation / rank @@
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+A multiplicative bias reduction method for nonparametric regression
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+https://doi.org/10.1017/s0266466609100087
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+W3123805967
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