Results 211 to 220 of about 27,081 (245)

Semiparametric drift

We study drift dynamics in high-frequency financial returns using a semiparametric approach based on the conventional semimartingale representation of asset prices. By exploiting the exact discretization of the continuous-time process, our framework allows us to formally test for the presence of stochastic drift dynamics in the data and to assess its ...
Giuseppe Buccheri, Giorgio Vocalelli
openaire   +1 more source

Efficiency Bounds for Semiparametric Regression

Econometrica, 1992
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openaire   +2 more sources

Nonparametric and Semiparametric Models

Technometrics, 2005
openaire   +1 more source

Semiparametric Smooth Coefficient Models

Journal of Business and Economic Statistics, 2002
Qi Li, Tsu-Tan Fu, Cliff J Huang
exaly  

Semiparametric Regression Analysis With Missing Response at Random

Journal of the American Statistical Association, 2004
Wolfgang Härdle, Oliver Linton
exaly  

A Semiparametric Approach to Dimension Reduction

Journal of the American Statistical Association, 2012
Liping Zhu
exaly  

Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data

Journal of the American Statistical Association, 2005
Xihong Lin, Naisyin Wang
exaly  

Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

Journal of the American Statistical Association, 2001
Xihong Lin
exaly  

Twicing Kernels and a Small Bias Property of Semiparametric Estimators

Econometrica, 2004
James M Robins, Fushing Hsieh, Whitney K. Newey   +2 more
exaly  

Semiparametrics

1996
openaire   +1 more source