Pages that link to "Item:Q1928377"
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The following pages link to Re-weighted functional estimation of second-order diffusion processes (Q1928377):
Displaying 9 items.
- Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model (Q826680) (← links)
- Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
- Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
- Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)
- Non parametric bias reduction of diffusion coefficient in integrated diffusion processes (Q5096017) (← links)
- Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173) (← links)
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
- Strong consistency of nonparametric kernel estimators for integrated diffusion process (Q6541114) (← links)
- Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data (Q6641323) (← links)
