Nonparametric density forecast based on time‐ and state‐domain

Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the Portuguese interest rate

Nicolau, João, (1999)

Bias reduction in nonparametric diffusion coefficient estimation

Nicolau, João, (2003)

Stationary processes that look like random walks : the bounded random walk process in discrete and continuous time

Nicolau, João, (2002)