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nonparametric estimation
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Statistical Inference for Stochastic Processes
Journal of econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Annals of the Institute of Statistical Mathematics
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MPRA Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
On Uniform Laws of Large Numbers for Ergodic Diffusions and
Consistency
of Estimators
Zanten, Harry Van
- In:
Statistical Inference for Stochastic Processes
6
(
2003
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10005616008
Saved in:
2
Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
Coeurjolly, Jean-François
- In:
Statistical Inference for Stochastic Processes
4
(
2001
)
2
,
pp. 199-227
Persistent link: https://www.econbiz.de/10005616011
Saved in:
3
Infill Asymptotics Inside Increasing Domains for the Least Squares Estimator in Linear Models
Fazekas, István
;
Kukush, Alexander
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10005616019
Saved in:
4
Estimation of Cusp Location by Poisson Observations
Dachian, S.
- In:
Statistical Inference for Stochastic Processes
6
(
2003
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10005169110
Saved in:
5
Parameter Estimation for Stochastic Parabolic Equations: Asymptotic Properties of a Two-Dimensional Projection-Based Estimator
Lototsky, S.
- In:
Statistical Inference for Stochastic Processes
6
(
2003
)
1
,
pp. 65-87
Persistent link: https://www.econbiz.de/10005184570
Saved in:
6
Consistent estimation of covariation under nonsynchronicity
Hayashi, Takaki
;
Kusuoka, Shigeo
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10005184598
Saved in:
7
Efficient Density Estimation for Ergodic Diffusion Processes
Kutoyants, Yu.
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
2
,
pp. 131-155
Persistent link: https://www.econbiz.de/10005391490
Saved in:
8
Nonparametric Inference for a Class of Stochastic Partial Differential Equations II
Rao, B.
- In:
Statistical Inference for Stochastic Processes
4
(
2001
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10005391491
Saved in:
9
Can We Estimate the Density's Derivative with Suroptimal Rate?
Lucas, A.
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10005391494
Saved in:
10
On Estimating a Dynamic Function of a Stochastic System with Averaging
Liptser, R.
;
Spokoiny, V.
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
3
,
pp. 225-249
Persistent link: https://www.econbiz.de/10005391507
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