Semiparametric methods in nonlinear time series analysis: a selective review
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10485252.2013.840724
Reference92 articles.
1. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
2. Testing Continuous-Time Models of the Spot Interest Rate
3. Transition Densities for Interest Rate and Other Nonlinear Diffusions
4. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
5. Is the term structure nonlinear? A semiparametric investigation
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