Xu-Guo Ye

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data Journal of Systems Science and Complexity	2023-09-22	Paper
Jump-robust volatility estimation using dynamic dual-domain integration method Communications in Statistics: Theory and Methods	2022-05-27	Paper
Nonparametric estimation of volatility function in the jump-diffusion model with noisy data Journal of Nonparametric Statistics	2021-05-03	Paper
Nonparametric adaptive estimation of linear regression models with the unknown error distribution	2019-09-20	Paper
Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors Computational Statistics and Data Analysis	2018-08-21	Paper
A two-step estimation of diffusion processes using noisy observations Journal of Nonparametric Statistics	2018-04-10	Paper
Two-stage orthogonality based estimation for semiparametric varying-coefficient models and its applications in analyzing AIDS data Biometrical Journal	2018-02-09	Paper
Nonparametric estimation of the integrated volatility of jump-diffusion processes with noisy high-frequency data	2017-07-14	Paper
Compared the estimates with location and scale parameters in Laplace distribution	2017-05-17	Paper
scientific article; zbMATH DE number 6402099 (Why is no real title available?)	2015-02-11	Paper
Nonparametric estimation of volatility function with variable bandwidth parameter Communications in Statistics. Theory and Methods	2014-01-28	Paper
scientific article; zbMATH DE number 6002089 (Why is no real title available?)	2012-01-27	Paper
The integration of dual-domain method for estimating the volatility of financial assets	2011-07-19	Paper

Research outcomes over time

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