Search results
Results: 35
Number of items: 35
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van Es, A. J., Spreij, P. J. C., & van Zanten, J. H. (2005). Nonparametric volatility density estimation for discrete time models. Journal of Nonparametric Statistics, 17(2), 237-251. https://doi.org/10.1080/1048525042000267752
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van Es, A. J., & Uh, H. W. (2005). Asymptotic Normality of Kernel-Type Deconvolution Estimators. Scandinavian Journal of Statistics, 32(3), 467-483. http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9469.2005.00443.x
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van Es, A. J., & Uh, H. W. (2004). Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary. Journal of Nonparametric Statistics, 16(1), 261-277. https://doi.org/10.1080/10485250310001644574
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van Es, A. J., Spreij, P. J. C., & van Zanten, J. H. (2003). Nonparametric volatility density estimation. Bernoulli, 9(3), 451-465. https://doi.org/10.3150/bj/1065444813
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van Es, B. (2001). On the expansion of the mean integrated squared error of a kernel density estimator. Statistics & Probability Letters, 52(4), 441-450. https://doi.org/10.1016/S0167-7152(01)00032-3
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van Es, A. J., & Uh, H. W. (2001). Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance. Journal of Nonparametric Statistics, 13, 107-128. https://doi.org/10.1080/10485250008832845
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