The following pages link to Yu Ping Song (Q960612):
Displaying 24 items.
- (Q351096) (redirect page) (← links)
- The second variational formula for Laguerre minimal hypersurfaces in \(\mathbb R^n\) (Q351097) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Laguerre minimal surfaces in \(\mathbb R^{3}\) (Q960614) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model (Q1931361) (← links)
- Empirical likelihood inference for the second-order jump-diffusion model (Q1933722) (← links)
- Laguerre isothermic surfaces in \(\mathbb R^3\) and their Darboux transformation (Q1935716) (← links)
- Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
- Bias free threshold estimation for jump intensity function (Q2322803) (← links)
- On transforms of timelike isothermic surfaces in pseudo-Riemannian space forms (Q2410864) (← links)
- Laguerre isoparametric hypersurfaces in \(\mathbb R^n\) with two distinct non-zero principal curvatures (Q2440502) (← links)
- Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
- Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps (Q4685447) (← links)
- On stock volatility forecasting based on text mining and deep learning under high‐frequency data (Q5012744) (← links)
- Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor (Q5030951) (← links)
- Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
- Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)
- Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608) (← links)
- Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)
- Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (Q6641046) (← links)
