Results 191 to 200 of about 3,183 (213)

Three-stage semi-parametric estimation of -copulas: Asymptotics, finite-sample properties and computational aspects

Computational Statistics & Data Analysis, 2010
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Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points

Mathematical Methods of Statistics, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors

Communications in Statistics - Theory and Methods, 2022
Xuejun Wang, Xin Deng, Yi Wu
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Non-parametric estimation of stochastic volatility models: spot volatility, leverage and vol-of-vol. Four essays on asymptotic error distributions, finite-sample properties and empirical applications.

2021
This thesis contains four essays on non-parametric estimators of the spot volatility, the leverage and the volatility-of-volatility. In particular, the focus of this thesis is on the study of the asymptotic properties of the estimators, the optimization of their finite-sample performance and the use of the resulting estimates in empirical applications.
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Asymptotic Properties for Estimators in Semi-Parametric Error-in-Variables Model with Missing Responses

Advances in Applied Mathematics, 2022
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Asymptotic Relative Efficiency of Parametric and Nonparametric Survival Estimators

Stats, 2023
Szilárd Nemes
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Asymptotic properties of estimators in a semi-parametric regression model with infinite r th moments

Communications in Statistics - Simulation and Computation
Yi Wu, Mei Yao, Xuejun Wang
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Asymptotic properties of the least squares estimators of the parameters of the chirp signals

Annals of the Institute of Statistical Mathematics, 2004
Debasis Kundu, Swagata Nandi, Kundu Debasis   +2 more
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Asymptotic Properties of Statistical Estimators in Stochastic Programming

Annals of Statistics, 1989
Alexander Shapiro
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Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression

Theory of Probability and Its Applications, 2018
Yu Yu Linke
exaly