Search Results - "Kernel deconvolution estimator"

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  1. 1
    Nonparametric specification tests for stochastic volatility models based on volatility density

    Nonparametric specification tests for stochastic volatility models based on volatility density by Zu, Yang

    Published 2015
    Subjects: Get full text
  2. 2
    A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise

    A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise by Zu, Yang

    Published 2015
    Subjects: “…kernel deconvolution estimator; asymptotic normality; volatility density estimation…”
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