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A robust predictive density based on the saddlepoint approximation for M-estimators
Ronchetti, Elvezio; Vidoni, Paolo - 1998
Persistent link: https://www.econbiz.de/10001451273
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A comparison of saddlepoint approximations for marginal distributions
Ronchetti, Elvezio - 1996
Persistent link: https://www.econbiz.de/10000944436
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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002634951
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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002846400
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Accurate and robust indirect inference for diffusion Models
Czellar, Veronika; Ronchetti, Elvezio - 2008
Persistent link: https://www.econbiz.de/10003926948
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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika; Karolyi, G. Andrew; Ronchetti, Elvezio - In: Journal of empirical finance 14 (2007) 4, pp. 546-563
Persistent link: https://www.econbiz.de/10003609937