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2. Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models. (2020). Kim, Jihyun ; Bu, Ruijun ; Wang, Bin.
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7. Semiparametric estimation of locally stationary diffusion models. (2010). LINTON, OLIVER ; Koo, Bonsoo.
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8. Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models. (2010). Kristensen, Dennis.
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9. Semiparametric Estimation of Locally Stationary Diffusion Models. (2010). LINTON, OLIVER ; Koo, Bonsoo.
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2. Forecasts of U.S. short-term interest rates: a flexible forecast combination approach. (2007). Guidolin, Massimo ; Timmerman, Allan.
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4. Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2. (2006). Hurn, Stan ; Lindsay, K. A. ; Jeisman, J..
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8. Nonparametric estimation of diffusion process: a closer look. (2005). Di Miscia, Orazio.
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9. Estimation of continuous-time interest rate models: a nonparametric approach. (2005). Di Miscia, Orazio.
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12. Testing the Parametric Specification of the Diffusion Function in a Diffusion Process. (2005). Li, Fuchun.
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13. PARAMETRIC ESTIMATION OF DIFFUSION PROCESSES SAMPLED AT FIRST EXIT TIME. (2004). Londoño, Jaime.
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18. Simulation-based estimation of dynamic models with continuous equilibrium solutions. (2003). Santos, Manuel S..
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19. Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions. (2003). Ghysels, Eric ; Florens, Jean-Pierre ; Chernov, Mikhail ; Carrasco, Marine.
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20. Market Risk and Volatility in the Brazilian Stock Market. (2003). Yoshino, Joe.
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23. Semiparametric Diffusion Estimation and Application to a Stock Market Index. (2001). Platen, Eckhard ; Logeay, Camille ; Härdle, Wolfgang ; Hardle, Wolfgang ; Kleinow, Torsten ; Korostelev, Alexander.
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24. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets. (2001). Santa-Clara, Pedro ; Brandt, Michael W..
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25. A Jump Difusion Yield Factor Model of Interest Rate. (2001). Brito, Ricardo ; Flores, R..
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26. Jump-diffusion term structure and Ito conditional moment generator. (2001). Zhou, Hao.
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27. A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile. (2001). Fernandez, Viviana.
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28. Fully Nonparametric Estimation of Scalar Diffusion Models. (2001). Phillips, Peter ; Bandi, Federico M..
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44. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1997). Ng, Serena ; Ghysels, Eric.
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47. Nonparametric Estimation of American Options Exercise Boundaries and Call Prices. (1996). Ghysels, Eric ; Detemple, Jerome ; Torres, Olivier ; Broadie, Mark.
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48. A Semi-Parametric Factor Model for Interest Rates. (1996). Ng, Serena ; Ghysels, Eric.
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