Nonparametric Estimation and Misspecification Testing of Diffusion Models

SSRN Electronic Journal ◽

10.2139/ssrn.1148674 ◽

2007 ◽

Cited By ~ 10

Author(s):

Dennis Kristensen

Keyword(s):

Nonparametric Estimation ◽

Diffusion Models ◽

Misspecification Testing

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Semi-nonparametric estimation and misspecification testing of diffusion models

Journal of Econometrics ◽

10.1016/j.jeconom.2011.07.001 ◽

2011 ◽

Vol 164 (2) ◽

pp. 382-403 ◽

Cited By ~ 8

Author(s):

Dennis Kristensen

Keyword(s):

Nonparametric Estimation ◽

Diffusion Models ◽

Misspecification Testing

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Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models

SSRN Electronic Journal ◽

10.2139/ssrn.1571059 ◽

2010 ◽

Cited By ~ 1

Author(s):

Dennis Kristensen

Keyword(s):

Nonparametric Estimation ◽

Diffusion Models ◽

Misspecification Testing

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Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels

Journal of Empirical Finance ◽

10.1016/j.jempfin.2012.04.001 ◽

2012 ◽

Vol 19 (4) ◽

pp. 595-609 ◽

Cited By ~ 16

Author(s):

Nikolay Gospodinov ◽

Masayuki Hirukawa

Keyword(s):

Interest Rates ◽

Nonparametric Estimation ◽

Diffusion Models ◽

Scalar Diffusion

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Nonparametric estimation of jump diffusion models

Journal of Econometrics ◽

10.1016/j.jeconom.2020.07.020 ◽

2020 ◽

Author(s):

Joon Y. Park ◽

Bin Wang

Keyword(s):

Nonparametric Estimation ◽

Jump Diffusion ◽

Diffusion Models

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Fully Nonparametric Estimation of Scalar Diffusion Models

Econometrica ◽

10.1111/1468-0262.00395 ◽

2003 ◽

Vol 71 (1) ◽

pp. 241-283 ◽

Cited By ~ 179

Author(s):

Federico M. Bandi ◽

Peter C. B. Phillips

Keyword(s):

Nonparametric Estimation ◽

Diffusion Models ◽

Scalar Diffusion

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Nonparametric estimation and testing linear hypotheses in the linear regression model

Optimization ◽

10.1080/02331937508842249 ◽

1975 ◽

Vol 6 (2) ◽

pp. 269-283

Author(s):

Jana Jureková

Keyword(s):

Linear Regression ◽

Regression Model ◽

Nonparametric Estimation ◽

Linear Regression Model ◽

Testing Linear

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Countermanding Saccades in Humans: New Evidence for Testing Race Versus Diffusion Models

PsycEXTRA Dataset ◽

10.1037/e501882009-755 ◽

2000 ◽

Author(s):

Hans Colonius ◽

Adele Diederich

Keyword(s):

Diffusion Models ◽

New Evidence

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Supplemental Material for A Comparison of Conflict Diffusion Models in the Flanker Task Through Pseudolikelihood Bayes Factors

Psychological Review ◽

10.1037/rev0000165.supp ◽

2019 ◽

Keyword(s):

Flanker Task ◽

Diffusion Models ◽

Bayes Factors

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Nonparametric estimation of the quadratic functional of multimodal probability density

Metrologiya ◽

10.32446/0132-4713.2019-3-17-2910.32446/ ◽

2019 ◽

pp. 17-29

Author(s):

А. V. Lapko ◽

V. A. Lapko

Keyword(s):

Probability Density ◽

Nonparametric Estimation ◽

Quadratic Functional

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An Analysis of Diffusion Models of Hydrogen in Solid Solution Alloys of fcc and bcc Lattice Structures

Zeitschrift für Physikalische Chemie ◽

10.1524/zpch.1985.146.2.215 ◽

1985 ◽

Vol 146 (2) ◽

pp. 215-215

Author(s):

Y. Sakamoto

Keyword(s):

Solid Solution ◽

Diffusion Models ◽

Lattice Structures ◽

Bcc Lattice

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