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~person:"Duffy, James A."
~person:"Kanaya, Shin"
~person:"Park, Joon Y."
~subject:"Stochastic process"
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Duffy, James A.
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
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2
Convergence rates of sums of α-mixing triangualr arrays : with an application to nonparametric drift function estimation of continuous-time processes
Kanaya, Shin
- In:
Econometric theory
33
(
2017
)
5
,
pp. 1121-1153
Persistent link: https://www.econbiz.de/10011810254
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Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
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4
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
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5
Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 269-298
Persistent link: https://www.econbiz.de/10001434300
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