Similar Search Results - EconBiz

An empirical likelihood goodness-of-fit test for diffusions

Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 259-281). 2002

Persistent link: https://www.econbiz.de/10001750003

Semiparametric diffusion estimation and application to a stock market index

Härdle, Wolfgang; Kleinow, Torsten; Korostelev, … - 2001

The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A methodology is proposed for estimating and testing coefficient functions for ergodic diffusions that are not directly observable. It is based on...

Persistent link: https://www.econbiz.de/10009613611

Testing the diffusion coefficient

Kleinow, Torsten - 2002

Persistent link: https://www.econbiz.de/10001684924

Testing continuous time models in financial markets

Kleinow, Torsten (contributor) - 2002

Persistent link: https://www.econbiz.de/10001722799

Applied nonparametric regression

Härdle, Wolfgang - 1990

Persistent link: https://www.econbiz.de/10011519656

Nonparametric estimation of additive models with homogeneous components

Härdle, Wolfgang; Kim, Woocheol; Tripathi, Gautam - 2000

Persistent link: https://www.econbiz.de/10001509372

Estimation in an additive model when the components are linked parametrically

Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - 1999

Persistent link: https://www.econbiz.de/10001424759

Applied nonparametric methods

Härdle, Wolfgang - 1992

Persistent link: https://www.econbiz.de/10000831909

Bootstrap simultaneous error bars for nonparametric regression

Härdle, Wolfgang; Marron, James Stephen - 1989

Persistent link: https://www.econbiz.de/10000780899

Robust locally adaptive nonparametric regression

Härdle, Wolfgang; Cybakov, Aleksandr B. - 1990

Persistent link: https://www.econbiz.de/10000793285

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