Pages that link to "Item:Q5964754"

The following pages link to Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754):

Displaying 21 items.

• Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
• Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219) (← links)
• Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← 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)
• Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436) (← links)
• Approximation of fractional local times: zero energy and derivatives (Q2240878) (← links)
• Bias free threshold estimation for jump intensity function (Q2322803) (← links)
• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
• ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
• Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
• ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
• CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
• A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
• Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (Q6641046) (← links)