Author:
Chesneau Christophe,Kachour Maher,Navarro Fabien
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference44 articles.
1. Antoniadis, A. (1997). Wavelets in statistics: a review (with discussion). J. Ital. Statist. Soc., 6, 97–144.
2. Banerjee, A.N. (2007). A method of estimating the average derivative. J. Econometrics, 136, 65–88.
3. Cattaneo, M.D., Crump, R.K. and Jansson, M. (2010). Robust data-driven inference for density-weighted average derivatives. J. Amer. Stat. Assoc., 105, 1070– 1083.
4. Cattaneo, M.D., Crump, R.K. and Jansson, M. (2008). Small bandwidth asymptotics for density-weighted average derivatives. CREATES Research Paper 200824. Available at SSRN: http://ssrn.com/abstract=1148173 .
5. Carrasco, M. and Chen, X. (2002). Mixing and moment properties of various GARCH and stochastic volatility models. Econometric Theory, 18, 17–39.
Cited by
1 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
1. Average Derivative Estimation from Biased Data;ISRN Probability and Statistics;2014-03-11