Pages that link to "Item:Q5472958"
From MaRDI portal
The following pages link to Fully Nonparametric Estimation of Scalar Diffusion Models (Q5472958):
Displaying 50 items.
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Volatility occupation times (Q385768) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- What drives short rate dynamics? A functional gradient descent approach (Q429537) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← 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)
- Time-varying leverage effects (Q527980) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
- Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
- Nonparametric estimation of stochastic volatility models (Q1929062) (← links)
- Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
- Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
- Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
- Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
- Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436) (← links)
- High-frequency factor models and regressions (Q2305976) (← links)
