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~subject:"Nonparametric statistics"
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Likelihood-Based Inference in...
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Nonparametric statistics
Schätztheorie
86
Estimation theory
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Time series analysis
62
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62
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56
Theory
56
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46
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40
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Maximum likelihood estimation
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12
wild bootstrap
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11
kernel estimation
11
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nonparametric
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Kristensen, Dennis
35
Ang, Andrew
6
Kanaya, Shin
4
Shin, Yongseok
3
Bu, Ruijun
2
Fosgerau, Mogens
2
Hadri, Kaddour
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1
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1
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
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2
Nonparametric filtering of the realized spot volatility : a kernel-based approach
Kristensen, Dennis
- In:
Econometric theory
26
(
2010
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10003968526
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3
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10008648830
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4
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10003942044
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5
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
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6
Non-parametric detection and estimation of structural change
Kristensen, Dennis
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 420-461
Persistent link: https://www.econbiz.de/10009710134
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7
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
Saved in:
8
Testing conditional factor models
Kristensen, Dennis
;
Ang, Andrew
-
2009
Persistent link: https://www.econbiz.de/10003849517
Saved in:
9
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
10
Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis
;
Shin, Yongseok
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10009551440
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