Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps (English)
- New search for: MANCINI, CECILIA
- New search for: MANCINI, CECILIA
In:
Scandinavian Journal of Statistics
;
36
, 2
;
270-296
;
2009
- Article (Journal) / Electronic Resource
-
Title:Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
-
Contributors:MANCINI, CECILIA ( author )
-
Published in:Scandinavian Journal of Statistics ; 36, 2 ; 270-296
-
Publisher:
- New search for: Blackwell Publishing Ltd
-
Publication date:2009-06-01
-
Size:27 pages
-
ISSN:
-
DOI:
-
Type of media:Article (Journal)
-
Type of material:Electronic Resource
-
Language:English
-
Keywords:
-
Source:
Table of contents – Volume 36, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 185
-
Collapsibility for Directed Acyclic GraphsXIE, XIANCHAO / GENG, ZHI et al. | 2009
- 204
-
Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression ResidualsNEUMEYER, NATALIE et al. | 2009
- 229
-
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect ModelsXU, WANGLI / ZHU, LIXING et al. | 2009
- 248
-
An Adaptive Two‐stage Estimation Method for Additive ModelsLIN, LU / CUI, XIA / ZHU, LIXING et al. | 2009
- 270
-
Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and JumpsMANCINI, CECILIA et al. | 2009
- 297
-
Bayesian Semiparametric Modelling in Quantile RegressionKOTTAS, ATHANASIOS / KRNJAJIĆ, MILOVAN et al. | 2009
- 320
-
Posterior Predictive p‐values in Bayesian Hierarchical ModelsSTEINBAKK, GUNNHILDUR HÖGNADÓTTIR / STORVIK, GEIR OLVE et al. | 2009
- 337
-
Bayesian Goodness of Fit Testing with Mixtures of Triangular DistributionsMcVINISH, ROSS / ROUSSEAU, JUDITH / MENGERSEN, KERRIE et al. | 2009
- 355
-
Empirical Bayes Estimation of Small Area Means under a Nested Error Linear Regression Model with Measurement Errors in the CovariatesTORABI, MAHMOUD / DATTA, GAURI S. / RAO, J. N. K. et al. | 2009