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Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood. (2008). Frederiksen, Per ; Nielsen, Frank S..
In: CREATES Research Papers.
RePEc:aah:create:2008-59.

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  1. Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models. (2011). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201112.

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  2. Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data. (2008). Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-37.

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References

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