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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461553
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Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462517
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B. (contributor); Han, Chirok (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468431
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Infinite density at the median and the typical shape of stock return distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842069
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Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618860
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Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.; Fan, Zhenhong; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001548868