Overparameterization in the seminonparametric density estimation (Q1274179): Difference between revisions

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+Estimating continuous-time stochastic volatility models of the short-term interest rate
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+Nonparametric estimation of structural models for high-frequency currency market data
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+Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
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+Q4015733
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+Q3374317
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+Estimating stochastic differential equations efficiently by minimum chi-squared
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+Semi-Nonparametric Maximum Likelihood Estimation
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+Nonlinear Dynamic Structures
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+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
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+ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES
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+Identification and Lack of Identification
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+Volume, volatility, and leverage: A dynamic analysis
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