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1
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
2
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
3
Expected a posteriori estimation in financial applications
Mazzoni, Thomas
-
2008
Persistent link: https://www.econbiz.de/10003699961
Saved in:
4
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan
;
Mazurencu Marinescu, Miruna
;
Vârsan, …
- In:
Advanced mathematical methods for finance
,
(pp. 397-415)
.
2011
Persistent link: https://www.econbiz.de/10008991280
Saved in:
5
Fractional smoothness and applications in finance
Geiss, Stefan
;
Gobet, Emmanuel
- In:
Advanced mathematical methods for finance
,
(pp. 313-331)
.
2011
Persistent link: https://www.econbiz.de/10008991284
Saved in:
6
A test for second order stationarity of a multivariate time series
Jentsch, Carsten
;
Subba Rao, Suhasini
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
Saved in:
7
Summability of stochastic processes : a generalization of integration and co-integration valid for non-linear processes
Berenguer Rico, Vanessa
;
Gonzalo, Jesús
-
2011
Persistent link: https://www.econbiz.de/10009704722
Saved in:
8
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
9
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
10
Stochastic equicontinuity in nonlinear time series models
Hagemann, Andreas
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 188-196
Persistent link: https://www.econbiz.de/10010498747
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