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Estimation of stochastic volat...
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
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2
Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function
Kanaya, Shin
-
2016
Persistent link: https://www.econbiz.de/10011524109
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3
Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin
-
2015
Persistent link: https://www.econbiz.de/10011387609
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4
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
5
Estimating the impact of means-tested subsidies under treatment externalities with application to anti-malarial bednets
Bhattacharya, Debopam
;
Dupas, Pascaline
;
Kanaya, Shin
-
2013
Persistent link: https://www.econbiz.de/10009712558
Saved in:
6
Demand and welfare analysis in discrete choice models with social interactions
Bhattacharya, Debopam
;
Dupas, Pascaline
;
Kanaya, Shin
-
2019
Persistent link: https://www.econbiz.de/10012063980
Saved in:
7
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
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8
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
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9
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
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10
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
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