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Nonparametric Transition-Based Tests for Jump Diffusions
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng - In: Journal of the American Statistical Association 104 (2009) 487, pp. 1102-1116
Persistent link: https://www.econbiz.de/10008784118
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Theory and Methods - A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
Fan, Jianqing; Zhang, Chunming - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 118-134
Persistent link: https://www.econbiz.de/10006613795
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Theory and Methods - Regularization of Wavelet Approximations
Antoniadis, Anestis; Fan, Jianqing - In: Journal of the American Statistical Association : JASA 96 (2001) 455, pp. 939-955
Persistent link: https://www.econbiz.de/10006618368
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Theory and Methods - Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Fan, Jianqing; Li, Runze - In: Journal of the American Statistical Association : JASA 96 (2001) 456, pp. 1348-1360
Persistent link: https://www.econbiz.de/10006618555
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Theory and Methods - Goodness-of-Fit Tests for Parametric Regression Models
Fan, Jianqing; Huang, Li-Shan - In: Journal of the American Statistical Association : JASA 96 (2001) 454, pp. 640-652
Persistent link: https://www.econbiz.de/10006620166
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General - Prospects of Nonparametric Modeling
Fan, Jianqing - In: Journal of the American Statistical Association : JASA 95 (2000) 452, pp. 1296-1299
Persistent link: https://www.econbiz.de/10006622331
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Theory and Methods - Functional-Coefficient Regression Models for Nonlinear Time Series
Cai, Zongwu; Fan, Jianqing; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 95 (2000) 451, pp. 941-956
Persistent link: https://www.econbiz.de/10006623155
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Theory and Methods - Efficient Estimation and Inferences for Varying-Coefficient Models
Cai, Zongwu; Fan, Jianqing; Li, Runze - In: Journal of the American Statistical Association : JASA 95 (2000) 451, pp. 888-902
Persistent link: https://www.econbiz.de/10006623159
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Theory and Methods - Geometric Understanding of Likelihood Ratio Statistics
Fan, Jianqing; Hung, Hui-Nien; Wong, Wing-Hung - In: Journal of the American Statistical Association : JASA 95 (2000) 451, pp. 836-841
Persistent link: https://www.econbiz.de/10006623164
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Theory and Methods - Comment - On Profile Likelihood
Fan, Jianqing; Wong, Wing-Hung - In: Journal of the American Statistical Association : JASA 95 (2000) 450, pp. 468-471
Persistent link: https://www.econbiz.de/10006624018