The following pages link to Oliver B. Linton (Q205392):
Displaying 50 items.
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (Q126894) (← links)
- (Q221852) (redirect page) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Nonparametric transformation to white noise (Q290951) (← links)
- The common and specific components of dynamic volatility (Q291638) (← links)
- Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
- (Q308380) (redirect page) (← links)
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- (Q494407) (redirect page) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Identification and nonparametric estimation of a transformed additively separable model (Q530962) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- On internally corrected and symmetrized kernel estimators for nonparametric regression (Q619168) (← links)
- Nonparametric regression with filtered data (Q637090) (← links)
- A nonparametric threshold model with application to zero returns (Q660063) (← links)
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Estimating features of a distribution from binomial data (Q737897) (← links)
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom (Q737996) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- A multiplicative bias reduction method for nonparametric regression (Q1324598) (← links)
- Estimating multiplicative and additive hazard functions by kernel methods (Q1429313) (← links)
- (Q1578272) (redirect page) (← links)
- Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
- Semiparametric estimation of the bid-ask spread in extended roll models (Q1739639) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- On a semiparametric survival model with flexible covariate effect (Q1807075) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Symmetrizing and unitizing transformations for linear smoother weights (Q1861596) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Kernel estimation in a nonparametric marker dependent hazard model (Q1914267) (← links)
- Integration and backfitting methods in additive models -- finite sample properties and comparison (Q1969432) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- When will the Covid-19 pandemic peak? (Q2224906) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
- Multiscale clustering of nonparametric regression curves (Q2305994) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
