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Estimation of partial differential equations with applications in finance
Kristensen, Dennis - In: Journal of econometrics 144 (2008) 2, pp. 392-408
Persistent link: https://www.econbiz.de/10003774651
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Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003883603
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Uniform convergence rates of kernel estimators with heterogeneous dependent data
Kristensen, Dennis - In: Econometric theory 25 (2009) 5, pp. 1433-1445
Persistent link: https://www.econbiz.de/10003885785
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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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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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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008651700
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10003942044
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Nonparametric detection and estimation of structural change
Kristensen, Dennis - 2011
Persistent link: https://www.econbiz.de/10008986681
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
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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