Tianshun Yan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate
Computational Statistics
2020-07-28Paper
Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns
Discrete Dynamics in Nature and Society
2019-02-20Paper
A test for a parametric form of the volatility in second-order diffusion models
Computational Statistics
2018-02-07Paper
Local polynomial regression solution for differential equations with initial and boundary values
Mathematical Problems in Engineering
2014-10-13Paper
Local polynomial regression solution for partial differential equations with initial and boundary values
Discrete Dynamics in Nature and Society
2012-10-19Paper
Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics
Discrete Dynamics in Nature and Society
2012-08-14Paper


Research outcomes over time


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