Indirect Inference for Lévy‐driven continuous‐time GARCH models.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 765, doi. 10.1111/sjos.12371
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- Publication type:
- Article
Works matching IS 03036898 AND DT 2019 AND VI 46 AND IP 3
Results: 12
1
2
An oracle property of the Nadaraya–Watson kernel estimator for high‐dimensional nonparametric regression.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 735, doi. 10.1111/sjos.12370
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- Article
3
Bayesian estimation of the efficient frontier.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 802, doi. 10.1111/sjos.12372
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- Publication type:
- Article
4
Regression analysis of longitudinal data with outcome‐dependent sampling and informative censoring.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 831, doi. 10.1111/sjos.12373
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- Publication type:
- Article
5
Estimation of geodesic tortuosity and constrictivity in stationary random closed sets.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 848, doi. 10.1111/sjos.12375
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- Publication type:
- Article
6
Hierarchical Bayes small‐area estimation with an unknown link function.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 885, doi. 10.1111/sjos.12376
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- Publication type:
- Article
7
Reinforced urns and the subdistribution beta‐Stacy process prior for competing risks analysis.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 706, doi. 10.1111/sjos.12369
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- Publication type:
- Article
8
A factor model approach for the joint segmentation with between‐series correlation.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 686, doi. 10.1111/sjos.12368
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- Publication type:
- Article
9
Second‐order analysis of marked inhomogeneous spatiotemporal point processes: Applications to earthquake data.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 661, doi. 10.1111/sjos.12367
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- Publication type:
- Article
10
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 920, doi. 10.1111/sjos.12365
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- Publication type:
- Article
11
GMM nonparametric correction methods for logistic regression with error‐contaminated covariates and partially observed instrumental variables.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. 898, doi. 10.1111/sjos.12364
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- Article
12
Issue Information.
- Published in:
- Scandinavian Journal of Statistics, 2019, v. 46, n. 3, p. N.PAG, doi. 10.1111/sjos.12347
- Publication type:
- Article