Pages that link to "Item:Q530941"

The following pages link to Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941):

Displaying 18 items.

• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
• Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
• Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
• Semiparametric estimation of dynamic discrete choice models (Q2043233) (← links)
• Diffusion copulas: identification and estimation (Q2658762) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
• Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
• Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236) (← links)
• Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (Q5088100) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• Strong consistency estimators of the Brennan-Schwartz diffusion process based on martingales approach (Q6543989) (← links)