Pages that link to "Item:Q625786"

The following pages link to Empirical likelihood inference for diffusion processes with jumps (Q625786):

Displaying 16 items.

• Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
• Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
• Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803) (← links)
• Bias free threshold estimation for jump intensity function (Q2322803) (← links)
• Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← 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)
• 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 estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← 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)
• Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels (Q5746988) (← links)
• A bootstrap likelihood approach to Bayesian computation (Q6569947) (← links)
• Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (Q6641046) (← links)