Pages that link to "Item:Q5472958"

The following pages link to Fully Nonparametric Estimation of Scalar Diffusion Models (Q5472958):

Displaying 50 items.

• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• Spot volatility estimation using delta sequences (Q2339119) (← links)
• An application of nonparametric volatility estimators to option pricing (Q2343108) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
• A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
• Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
• Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730) (← links)
• A test for model specification of diffusion processes (Q2477057) (← links)
• Flexible term structure estimation: Which method is preferred? (Q2499548) (← links)
• An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
• Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
• Nonparametric Bayesian methods for one-dimensional diffusion models (Q2637400) (← links)
• Diffusion copulas: identification and estimation (Q2658762) (← links)
• Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
• Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
• Bias reduction in spot volatility estimation from options (Q2697974) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
• Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949) (← links)
• ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
• NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
• TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941) (← links)
• NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS (Q2886970) (← links)
• Modelling animal growth in random environments: An application using nonparametric estimation (Q3056481) (← links)
• Local Linear Estimation of Second-Order Diffusion Models (Q3083789) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
• REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
• Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
• Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
• Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (Q3526088) (← links)
• REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551) (← links)
• ELECTRICITY PRICES: A NONPARAMETRIC APPROACH (Q3564994) (← links)
• NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
• BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION (Q4561980) (← links)
• ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
• Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437) (← links)
• A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
• Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678) (← links)
• A Semiparametric Model of Estimating Volatility of Diffusion Processes (Q4916956) (← links)
• A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels (Q4966763) (← links)
• Double-smoothed drift estimation of jump-diffusion model (Q4976281) (← links)
• NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
• Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
• ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
• Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor (Q5030951) (← links)
• Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)