Zhouwei Wang

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All published works

Action	Title	Year	Authors
+ PDF Chat	Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps	2018	Yuping Song Ying Chen Zhouwei Wang

Common Coauthors

Coauthor	Papers Together
Ying Chen	1
Yuping Song	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions	2013	Hongwei Long Lianfen Qian	1
+ PDF Chat	Variable Bandwidth and Local Linear Regression Smoothers	1992	Jianqing Fan Irène Gijbels	1
+	Threshold estimation of Markov models with jumps and interest rate modeling	2010	Cecilia Mancini Roberto Renò	1
+	Nonparametric adaptive estimation for integrated diffusions	2008	Fabienne Comte Valentine Genon‐Catalot Yves Rozenholc	1
+ PDF Chat	Non-parametric adaptive estimation of the drift for a jump diffusion process	2013	Émeline Schmisser	1
+	Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps	2009	Cecilia Mancini	1
+	Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels	2013	Muhammad Hanif	1
+	Local Linear Estimation of Second-Order Diffusion Models	2010	Hanchao Wang Zhengyan Lin	1
+ PDF Chat	Estimating the degree of activity of jumps in high frequency data	2009	Yacine Aït‐Sahalia Jean Jacod	1
+	Parameter Estimation for a Discretely Observed Integrated Diffusion Process	2006	Arnaud Gloter	1
+	Local Linear Estimation of Second-order Jump-diffusion Model	2014	Yingyu Chen Zhang Li	1
+	Inference for Observations of Integrated Diffusion Processes	2004	Susanne Ditlevsen Michael Sørensen	1
+	Empirical likelihood inference for the second-order jump-diffusion model	2012	Yuping Song Zhengyan Lin	1
+	Local Linear Estimation of Recurrent Jump—Diffusion Models	2012	Muhammad Hanif	1
+	Estimation of an Ergodic Diffusion from Discrete Observations	1997	Mathieu Kessler	1
+	Parametric inference for stochastic differential equations: a smooth and match approach	2011	Shota Gugushvili Peter Spreij	1
+ PDF Chat	Nonlinearity and temporal dependence	2009	Xiaohong Chen Lars Peter Hansen Marine Carrasco	1
+	Kernel estimation of regression functions	1979	Théo Gasser Hans‐Georg Müller	1
+	Inequalities about Stochastic Processes and Banach Space Valued Random Variables	2010	Zhengyan Lin Zhidong Bai	1
+	Empirical likelihood based inference for second-order diffusion models	2012	HanChao Wang Y. H. Wang Zhang Li	1
+	On estimating the diffusion coefficient from discrete observations	1993	Danielle Florens-Zmirou	1
+	NONPARAMETRIC ESTIMATION FOR SECOND-ORDER JUMP-DIFFUSION MODEL IN HIGH FREQUENCY DATA	2017	Yuping Song	1
+ PDF Chat	Adaptive nonparametric drift estimation of an integrated jump diffusion process	2018	Benedikt Funke Émeline Schmisser	1
+ PDF Chat	Nonparametric robust function estimation for integrated diffusion processes	2016	Yunyan Wang Mingtian Tang	1
+	Parametric inference for stochastic differential equations: a smooth and match approach	2012	Shota Gugushvili Peter Spreij	1
+	Estimating functions for diffusion-type processes	2012		1
+ PDF Chat	Fully Nonparametric Estimation of Scalar Diffusion Models	2003	Federico M. Bandi Peter C.B. Phillips	1