Author:
Lin Yi-wei,Li Zhen-wei,Song Yu-ping
Publisher
Springer Science and Business Media LLC
Reference23 articles.
1. Y Aït-Sahalia, J Park. Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models, J Econometrics, 2016, 192(1): 119–138.
2. T Andersen, L Benzoni, J Lund. Stochastic volatility, mean drift, and jumps in the short-term interest rate, Working paper,
https://doi.org/www.researchgate.net/publication/228793214
, 2004.
3. F Bandi, T Nguyen. On the functional estimation of jump-diffusion models, J Econometrics, 2003, 116(1): 293–328.
4. S Chen. Probability density function estimation using Gamma kernels, Ann Inst Statist Math, 2000, 52(3): 471–480.
5. S Chen. Local linear smoothers using asymmetric kernels, Ann Inst Statist Math, 2002, 54(2): 312–323.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献