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person:"Singh, Garib N."
subject:"Sampling"
~person:"Aït-Sahalia, Yacine"
~subject:"Kernel estimators"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Estimation theory
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Singh, Garib N.
Aït-Sahalia, Yacine
Linton, Oliver
83
Gao, Jiti
74
Chen, Xiaohong
64
Newey, Whitney K.
44
Härdle, Wolfgang
40
Li, Qi
40
Horowitz, Joel
39
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36
Otsu, Taisuke
36
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35
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34
Simar, Léopold
34
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33
Li, Degui
33
Su, Liangjun
32
Racine, Jeffrey
30
Chernozhukov, Victor
29
Ichimura, Hidehiko
28
Lewbel, Arthur
27
Mammen, Enno
26
Dette, Holger
24
Escanciano, Juan Carlos
24
Kristensen, Dennis
24
Ullah, Aman
24
Parmeter, Christopher F.
23
Van Keilegom, Ingrid
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Lee, Sokbae
22
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21
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20
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20
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19
Kumbhakar, Subal
19
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19
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19
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19
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19
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Statistics in transition : an international journal of the Polish Statistical Association
3
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2
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ECONIS (ZBW)
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1
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
2
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
Saved in:
3
How often to sample a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2003
Persistent link: https://www.econbiz.de/10001752968
Saved in:
4
The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2002
Persistent link: https://www.econbiz.de/10001663740
Saved in:
5
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
6
Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
Saved in:
7
Estimating continuous-time models with discretely sampled data
Aït-Sahalia, Yacine
-
2007
Persistent link: https://www.econbiz.de/10003691532
Saved in:
8
How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
Saved in:
9
The effects of random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 483-549
Persistent link: https://www.econbiz.de/10001750277
Saved in:
10
On the use of transformed auxiliary variable in the estimation of population mean in two phase sampling
Singh, Garib N.
- In:
Statistics in transition : an international journal of …
5
(
2001
)
3
,
pp. 405-416
Persistent link: https://www.econbiz.de/10001686048
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