Pages that link to "Item:Q451261"
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The following pages link to Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261):
Displayed 17 items.
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
- Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- Frontiers of financial econometrics and financial engineering. Papers of a conference, Durham. NC, USA (Q1400859) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- Riding on the smiles (Q2866376) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- Density and hazard rate estimation for censored and α-mixing data using gamma kernels (Q3535705) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)