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Kernel convergence estimates for diffusions with continuous coefficients

Albanese, Claudio - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 979-1004

Persistent link: https://www.econbiz.de/10009407684

Adaptive stochastic risk estimation of firm operating profit

Akca, Ahmet; Çanakoğlu, Ethem - In: Journal of industrial and business economics 48 (2021) 3, pp. 463-504

Persistent link: https://www.econbiz.de/10012621417

Versatile sequential sampling algorithm using Kernel Density Estimation

Roy, Pamphile T.; Jofre, Lluís; Jouhaud, Jean-Christophe; … - In: European journal of operational research : EJOR 284 (2020) 1, pp. 201-211

Persistent link: https://www.econbiz.de/10012238645

A path-integral approximation for non-linear diffusions

Capriotti, Luca - In: Quantitative finance 20 (2020) 1, pp. 29-36

Persistent link: https://www.econbiz.de/10012194852

Estimating stochastic volatility : the rough side to equityreturns

Haynes, Jonathan; Schmitt, Daniel; Grimm, Lukas - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 449-469

Persistent link: https://www.econbiz.de/10012127236

A new class of change point test statistics of Rényi type

Horváth, Lajos; Miller, Curtis; Rice, Gregory - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 570-579

Persistent link: https://www.econbiz.de/10012262495

Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces

Shang, Han Lin; Kearney, Fearghal - In: International journal of forecasting 38 (2022) 3, pp. 1025-1049

Persistent link: https://www.econbiz.de/10013349639

Accuracy bounds for normal-incidence acoustic structure estimation

Theriault, Kenneth B. - 1977

Determnation of the structure of a medium from normal-incidenceacoustic reflection data is a basic problem in fieldsas diverse as medical technology and the earth sciences; thisresearch examines the accuracy with which quantitative structureestimates can be made from noise-corrupted...

Persistent link: https://www.econbiz.de/10009461036

Folded Variance Estimators for Stationary Time Series

Antonini, Claudia - 2005

This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...

Persistent link: https://www.econbiz.de/10009476105

A review and empirical comparison of Bayesian and classical approaches to inference on efficiency levels in stochastic frontier models with panel data

Kim, Yangseon; Schmidt, Peter - In: Journal of productivity analysis 14 (2000) 2, pp. 91-118

Persistent link: https://www.econbiz.de/10001512661