Pages that link to "Item:Q4651100"
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The following pages link to Nonparametric volatility density estimation for discrete time models (Q4651100):
Displaying 10 items.
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Adaptive estimation of the hazard rate with multiplicative censoring (Q511669) (← links)
- Adaptive estimation of linear functionals in the convolution model and applications (Q605847) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- Nonparametric estimation in a multiplicative censoring model with symmetric noise (Q2832028) (← links)
- ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (Q3551012) (← links)
- Root-\(T\) consistent density estimation in GARCH models (Q5964750) (← links)
