Expansion of Lé process functionals and its application in statistical estimation
Year of publication: |
2012
|
---|---|
Authors: | Dong, Chaohua ; Gao, Jiti |
Publisher: |
Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ. |
Subject: | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
Crawford, Ian, (1999)
-
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang, (2001)
-
An alternative to the BDS test : integration across the correlation integral
Kočenda, Evžen, (2001)
- More ...
-
High dimensional semiparametric moment restriction models
Dong, Chaohua, (2018)
-
High dimensional semiparametric moment restriction models
Dong, Chaohua, (2018)
-
Semiparametric penalty function method in partially linear model selection
Dong, Chaohua, (2006)
- More ...