Pages that link to "Item:Q4468530"

The following pages link to A Reexamination of Diffusion Estimators With Applications to Financial Model Validation (Q4468530):

Displaying 50 items.

• An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
• Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
• A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
• Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
• On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
• Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628) (← links)
• Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
• Nonparametric density estimation for positive time series (Q962247) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Simultaneous nonparametric inference of time series (Q988010) (← links)
• On the applicability of stochastic volatility models (Q1010565) (← links)
• Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
• Efficient modeling and inference for event-related fMRI data (Q1023849) (← links)
• Testing diffusion processes for non-stationarity (Q1028540) (← links)
• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
• Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
• Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
• Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
• Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
• Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558) (← links)
• Existence, uniqueness, and global attractivity of positive solutions and MLE of the parameters to the logistic equation with random perturbation (Q2461494) (← links)
• A test for model specification of diffusion processes (Q2477057) (← links)
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
• Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
• Geometric analysis of nonlinear dynamics in application to financial time series (Q2680020) (← links)
• State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
• Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
• Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949) (← links)
• Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)