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Parameter estimation and bias correction for diffusion processes

Tang, Cheng Yong; Chen, Song Xi - In: Journal of econometrics 149 (2009) 1, pp. 65-81

Persistent link: https://www.econbiz.de/10003833732

Local post-stratification in dual system accuracy and coverage evaluation for the US Census

Chen, Song Xi; Tang, Cheng Yong; Mule, Vincent T. - In: Journal of the American Statistical Association : JASA 105 (2010) 489, pp. 105-119

Persistent link: https://www.econbiz.de/10008732202

Nonparametric statistical inference of value at risk for financial time series

Chen, Song Xi; Tang, Cheng Yong - 2003

Persistent link: https://www.econbiz.de/10002250834

Nonparametric inference of value-at-risk for dependent financial returns

Chen, Song Xi; Tang, Cheng Yong - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 227-255

Persistent link: https://www.econbiz.de/10002811347

Nonparametric estimation of expected shortfall

Chen, Song Xi - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 87-107

Persistent link: https://www.econbiz.de/10003669257

Local linear smoothers using asymmetric kernels

Chen, Song Xi - 1999

This paper considers using asymmetric kernels in local linear smoothing to estimate a regression curve with bounded support. The asymmetric kernels are either beta kernels if the curve has a compact support or gamma kernels if the curve is bounded from one end only. While possessing the standard...

Persistent link: https://www.econbiz.de/10009582406