Narrow search
Showing 1 - 10 of 13
Cover Image
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
Cover Image
Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin - In: Econometric theory 33 (2017) 4, pp. 874-914
Persistent link: https://www.econbiz.de/10011810216
Cover Image
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
Cover Image
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - In: Econometric theory 31 (2015) 5, pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Cover Image
Nonparametric filtering of the realized spot volatility : a kernel-based approach
Kristensen, Dennis - In: Econometric theory 26 (2010) 1, pp. 60-93
Persistent link: https://www.econbiz.de/10003968526
Cover Image
Uniform convergence rates of kernel estimators with heterogeneous dependent data
Kristensen, Dennis - In: Econometric theory 25 (2009) 5, pp. 1433-1445
Persistent link: https://www.econbiz.de/10003885785
Cover Image
UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
Kristensen, Dennis - In: Econometric theory 25 (2009) 5, pp. 1433-1446
Persistent link: https://www.econbiz.de/10008306940
Cover Image
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis; Rahbek, Anders - In: Econometric theory 21 (2005) 5, pp. 946-961
Persistent link: https://www.econbiz.de/10003101947
Cover Image
A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
Kristensen, Dennis; Linton, Oliver - In: Econometric theory 22 (2006) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10006955251
Cover Image
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
Kristensen, Dennis; Rahbek, Anders - In: Econometric theory 21 (2005) 5, pp. 946-961
Persistent link: https://www.econbiz.de/10006958470