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Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin - In: Econometric theory 33 (2017) 4, pp. 874-914
Persistent link: https://www.econbiz.de/10011810216
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Convergence rates of sums of α-mixing triangualr arrays : with an application to nonparametric drift function estimation of continuous-time processes
Kanaya, Shin - In: Econometric theory 33 (2017) 5, pp. 1121-1153
Persistent link: https://www.econbiz.de/10011810254
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Asymptotic inference from multi-stage samples
Bhattacharya, Debopam - In: Journal of econometrics 126 (2005) 1, pp. 145-171
Persistent link: https://www.econbiz.de/10002538644
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A permutation-based estimator for monotone index models
Bhattacharya, Debopam - In: Econometric theory 24 (2008) 3, pp. 795-807
Persistent link: https://www.econbiz.de/10003894302
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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - In: Econometric theory 31 (2015) 5, pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - In: Econometric theory 32 (2016) 4, pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
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Non-parametric econometric methods for continuous-time diffusion models
Kanaya, Shin - 2008
Persistent link: https://www.econbiz.de/10011405297
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008663983
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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - 2013
Persistent link: https://www.econbiz.de/10009790613