Pages that link to "Item:Q2381754"
From MaRDI portal
The following pages link to A selective overview of nonparametric methods in financial econometrics (Q2381754):
Displaying 50 items.
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Spectral estimation for diffusions with random sampling times (Q311984) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Empirical likelihood inference for logistic equation with random perturbation (Q488925) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- Testing and detecting jumps based on a discretely observed process (Q738031) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- State price density estimation via nonparametric mixtures (Q985015) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- Nonparametric inference of discretely sampled stable Lévy processes (Q2630086) (← links)
- Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- The indirect method for stochastic logistic growth models (Q2979621) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (Q3191832) (← links)
- A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
- REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551) (← links)
- ELECTRICITY PRICES: A NONPARAMETRIC APPROACH (Q3564994) (← links)
- NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
- ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
- A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
- SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA (Q5389957) (← links)
- Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
