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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - 2015
Persistent link: https://www.econbiz.de/10010529445
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On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim; Podolskij, Mark; Vetter, Mathias - 2011
Persistent link: https://www.econbiz.de/10009413031
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Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure
Effraimidis, Georgios; Dahl, Christian M. - 2013
Persistent link: https://www.econbiz.de/10010226782
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Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard - 2009
Persistent link: https://www.econbiz.de/10003849417
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Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson; Sandberg, Rickard - 2010
Persistent link: https://www.econbiz.de/10008651719
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A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne; Lunde, Asger; Wei, Wei - 2015
Persistent link: https://www.econbiz.de/10011373234
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Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.; Veraart, Almut E. D. - 2009
Persistent link: https://www.econbiz.de/10003849562
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Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2009
Persistent link: https://www.econbiz.de/10003883600
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Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003883603