A reexamination of diffusion estimators with applications to financial model validdation
Year of publication: |
2003
|
---|---|
Authors: | Fan, Jianqing ; Zhang, Chunming |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 98.2003, 461, p. 118-134
|
Subject: | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of the American Statistical Association |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Feng, Guohua, (2015)
-
A tailor-made test of intransitive choice
Baillon, Aurélien, (2015)
-
Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G., (1999)
- More ...
-
Fan, Jianqing, (2003)
-
Fan, Jianqing, (1999)
-
A power comparison between nonparametric regression tests
Zhang, Chunming, (2003)
- More ...