Nonparametric density estimation for positive time series (Q962247): Difference between revisions

@@ Property / cites work @@
+Optimal asymmetric kernels
@@ Property / cites work: Optimal asymmetric kernels / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
@@ Property / cites work @@
+Econometric modelling of stock market intraday activity.
+Normal rank
@@ Property / cites work @@
+The stochastic conditional duration model: a latent variable model for the analysis of financial durations
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Nonparametric statistics for stochastic processes
@@ Property / cites work: Nonparametric statistics for stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ Property / cites work @@
+A cross-validatory method for dependent data
@@ Property / cites work: A cross-validatory method for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+Efficient estimation of general dynamic models with a continuum of moment conditions
+Normal rank
@@ Property / cites work @@
+Beta kernel estimators for density functions
@@ Property / cites work: Beta kernel estimators for density functions / rank @@
+Normal rank
@@ Property / cites work @@
+Probability density function estimation using gamma kernels
+Normal rank
@@ Property / cites work @@
+Local linear smoothers using asymmetric kernels
@@ Property / cites work: Local linear smoothers using asymmetric kernels / 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 @@
+Q3336497
@@ Property / cites work: Q3336497 / rank @@
+Normal rank
@@ Property / cites work @@
+A Kernel Method for Smoothing Point Process Data
@@ Property / cites work: A Kernel Method for Smoothing Point Process Data / rank @@
+Normal rank
@@ Property / cites work @@
+The Econometrics of Ultra-high-frequency Data
@@ Property / cites work: The Econometrics of Ultra-high-frequency Data / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
+Normal rank
@@ Property / cites work @@
+A family of autoregressive conditional duration models
+Normal rank
@@ Property / cites work @@
+Central limit theorem for asymmetric kernel functionals
+Normal rank
@@ Property / cites work @@
+Stochastic volatility duration models
@@ Property / cites work: Stochastic volatility duration models / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling the interdependence of volatility and inter-transaction duration processes.
+Normal rank
@@ Property / cites work @@
+Nonparametric curve estimation from time series
@@ Property / cites work: Nonparametric curve estimation from time series / rank @@
+Normal rank
@@ Property / cites work @@
+Local multiplicative bias correction for asymmetric kernel density estimators
+Normal rank
@@ Property / cites work @@
+Q3999325
@@ Property / cites work: Q3999325 / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven bandwidth choice for density estimation based on dependent data
+Normal rank
@@ Property / cites work @@
+Q4715959
@@ Property / cites work: Q4715959 / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth estimators of distribution and density functions
+Normal rank
@@ Property / cites work @@
+Q3428623
@@ Property / cites work: Q3428623 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4307750
@@ Property / cites work: Q4307750 / rank @@
+Normal rank
@@ Property / cites work @@
+ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
+Normal rank
@@ Property / cites work @@
+Smooth optimum kernel estimators near endpoints
@@ Property / cites work: Smooth optimum kernel estimators near endpoints / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Semiparametric Estimation in a Stochastic Frontier Model
+Normal rank
@@ Property / cites work @@
+Some mixing properties of time series models
@@ Property / cites work: Some mixing properties of time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of density derivatives of dependent data
+Normal rank
@@ Property / cites work @@
+Boundary modification for kernel regression
@@ Property / cites work: Boundary modification for kernel regression / rank @@
+Normal rank
@@ Property / cites work @@
+Density estimation using inverse and reciprocal inverse Gaussian kernels
+Normal rank
@@ Property / cites work @@
+Incorporating support constraints into nonparametric estimators of densities
+Normal rank
@@ Property / cites work @@
+Q5708631
@@ Property / cites work: Q5708631 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Limit Theorems for Random Functions. I
@@ Property / cites work: Some Limit Theorems for Random Functions. I / rank @@
+Normal rank