Pages that link to "Item:Q4677031"
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The following pages link to Kernel deconvolution of stochastic volatility models (Q4677031):
Displaying 7 items.
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Semiparametric estimation of regression functions in autoregressive models (Q1003415) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution (Q2892920) (← links)
- Penalized Projection Estimator for Volatility Density (Q5430626) (← links)
- Shape-constrained semiparametric additive stochastic volatility models (Q5879997) (← links)
