Pages that link to "Item:Q2630085"

The following pages link to Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085):

Displaying 18 items.

• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
• Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
• Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
• Empirical likelihood for regression discontinuity design (Q2346018) (← links)
• Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
• Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
• MODEL-FREE INFERENCE FOR TAIL RISK MEASURES (Q2786682) (← links)
• Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data (Q2864653) (← links)
• Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
• Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678) (← links)
• Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)