Pages that link to "Item:Q341886"
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The following pages link to Asymptotics for recurrent diffusions with application to high frequency regression (Q341886):
Displayed 9 items.
- Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Testing for stationarity at high frequency (Q2182131) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
- CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
- Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)