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Estimation theory
Time series analysis
11
Zeitreihenanalyse
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Schätztheorie
10
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9
Theory
9
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Estimation
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Chen, Song Xi
8
Liu, Cheng
2
Tang, Cheng Yong
2
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1
Chan, Ngai Hang
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Chen, Xiaohong
1
Delaigle, Aurore
1
Gao, Jiti
1
Hall, Peter
1
He, Jing
1
Härdle, Wolfgang
1
Jiang, Binyan
1
Kleinow, Torsten
1
Peng, Liang
1
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Journal of econometrics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
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1
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 217-232
Persistent link: https://www.econbiz.de/10010433385
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2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
Nonparametric estimation for a class of Lévy processes
Chen, Song Xi
;
Delaigle, Aurore
;
Hall, Peter
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 257-271
Persistent link: https://www.econbiz.de/10008663024
Saved in:
4
Empirical likelihood methods based on characteristic functions with applications to Lévy processes
Chan, Ngai Hang
;
Chen, Song Xi
;
Peng, Liang
;
Yu, Cindy L.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1621-1630
Persistent link: https://www.econbiz.de/10003993190
Saved in:
5
Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi
;
Gao, Jiti
- In:
Econometric theory
27
(
2011
)
4
,
pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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6
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan
;
Chen, Song Xi
;
Chen, Xiaohong
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
Saved in:
7
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
8
An empirical likelihood goodness of fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2001
Persistent link: https://www.econbiz.de/10001580375
Saved in:
9
Testing super-diagonal structure in high dimensional covariance matrices
He, Jing
;
Chen, Song Xi
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 283-297
Persistent link: https://www.econbiz.de/10011705144
Saved in:
10
Enhancing estimation for interest rate diffusion models with bond prices
Zou, Tao
;
Chen, Song Xi
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011705972
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