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Last passage times of M-estimators

Stute, Winfried - In: Scandinavian journal of statistics : SJS ; theory and … 10 (1983) 4, pp. 301-305

Persistent link: https://www.econbiz.de/10002892038

Statistical properties and economic implications of jump-diffusion processes with shot-noise effects

Moreno, Manuel (contributor); Serrano, Pedro (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003773712

Purchase timing models in marketing : a review

Kopperschmidt, Kai; Stute, Winfried - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 2, pp. 123-149

Persistent link: https://www.econbiz.de/10003852336

A shot noise model for financial assets

Altmann, Timo; Schmidt, Thorsten; Stute, Winfried - In: International journal of theoretical and applied finance 11 (2008) 1, pp. 86-106

Persistent link: https://www.econbiz.de/10003692728

Empirical likelihood inference in nonlinear errors-in-covariables models with validation data

Stute, Winfried; Xue, Liugen; Zhu, Lixing - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 332-346

Persistent link: https://www.econbiz.de/10003431190

Statistical properties and economic implications of jump-diffussion processes with shot-noise effects

Moreno, Manuel; Serrano, Pedro; Stute, Winfried - In: European journal of operational research : EJOR 214 (2011) 3, pp. 656-664

Persistent link: https://www.econbiz.de/10009314898

Distribution-free specification tests of conditional models

Delgado, Miguel A.; Stute, Winfried - In: Journal of econometrics 143 (2008) 1, pp. 37-55

Persistent link: https://www.econbiz.de/10003722590

The sequential probability ratio test under random censorship

Stute, Winfried - In: Metrika : international journal for theoretical and … 44 (1996) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10001204432

Testing for differences between conditional means in a time series context

Ferreira, Eva; Stute, Winfried - In: Journal of the American Statistical Association : JASA 99 (2004) 465, pp. 169-174

Persistent link: https://www.econbiz.de/10002029643

Estimation of Jump-Diffusion Processes With Shot-Noise Effects

Moreno, Manuel - 2009

This paper analyses the evolution through time of stock prices considering an extension of jump diffusion processes that incorporates Shot Noise effects. This extension follows the model recently proposed by Altmann et al (2004). The shot noise process introduces a new situation in which the...

Persistent link: https://www.econbiz.de/10012721414