Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 39
Number of items: 39
  • Open Access
    Belitser, E., Ghosal, S., & van Zanten, H. (2012). Optimal two-stage procedures for estimating location and size of maximum of multivariate regression function. The Annals of Statistics, 40(6), 2850-2876. https://doi.org/10.1214/12-AOS1053
  • 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
  • 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
  • Dzhaparidze, K., & van Zanten, J. H. (2001). On Bernstein-type inequalities for martingales. Stochastic Processes and their Applications, 93, 109-117. https://doi.org/10.1016/S0304-4149(00)00086-7
  • van Zanten, J. H. (2001). A note on consistent estimation of multivariate parameters in ergodic diffusion models. Scandinavian Journal of Statistics, 28, 617-623. https://doi.org/10.1111/1467-9469.00258
  • Open Access
    van Zanten, J. H. (2001). Martingales and diffusions, limit theory and statistical inference. [Thesis, fully internal, Universiteit van Amsterdam].
  • Dzhaparidze, K., Spreij, P. J. C., & van Zanten, J. H. (2000). Some aspects of modeling and statistical inference for financial models. Statistica Neerlandica, 54, 265-292. https://doi.org/10.1111/1467-9574.00141
  • van Zanten, J. H. (2000). A multivariate central limit theorem for continuous local martingales. Statistics & Probability Letters, 50, 229-235. https://doi.org/10.1016/S0167-7152(00)00108-5
  • van Zanten, J. H. (2000). On the uniform convergence of the empirical density of an ergodic diffusion. Statistical Inference for Stochastic Processes, 3, 251-262.
Page 4 of 4