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~isPartOf:"CREATES research paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Statistische Verteilung"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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CREATES research paper
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The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
-
2018
Persistent link: https://www.econbiz.de/10011913657
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2
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
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3
Adaptative estimation of the spectrum of a stationary Gaussian sequence
Comte, Fabienne
-
1999
Persistent link: https://www.econbiz.de/10009758933
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4
Quasi indirect inference for diffusion processes
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
Persistent link: https://www.econbiz.de/10000908837
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