dhr. dr. A.J. (Bert) van Es
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Faculteit der Natuurwetenschappen, Wiskunde en Informatica
Korteweg-de Vries Instituut
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POSTBUS
94248
1090 GE Amsterdam
Kamernummer: F3.34
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A.J.vanEs@uva.nl
T: 0205255365
T: 0205255217
2011
- B. van Es, P. Spreij & H. van Zanten (2011). Nonparametric methods for volatility density estimation. In G. di Nunno & B. Øksendal (Eds.), Advanced Mathematical Methods for Finance (Springer for Research & Development) (pp. 293-312). Berlin - Heidelberg: Springer.
- S. Gugushvili, B. van Es & P. Spreij (2011). Deconvolution for an atomic distribution: rates of convergence. Journal of Nonparametric Statistics, 23 (4), 1003-1029. doi: 10.1080/10485252.2011.576763
- B. van Es (2011). Combining kernel estimators in the uniform deconvolution problem. Statistica Neerlandica, 65 (3), 275-296. doi: 10.1111/j.1467-9574.2011.00485.x
- B. van Es & P. Spreij (2011). Estimation of a multivariate stochastic volatility density by kernel deconvolution. Journal of Multivariate Analysis, 102 (3), 683-697. doi: 10.1016/j.jmva.2010.12.003
2010
- B. van Es & S. Gugushvili (2010). Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance. Journal of the Korean Statistical Society, 39 (1), 103-115.
2008
- B. van Es & S. Gugushvili (2008). Weak convergence of the supremum distance for supersmooth kernel deconvolution. Statistics & Probability Letters, 78 (17), 2932-2938.
- B. van Es, S. Gugushvili & P. Spreij (2008). Deconvolution for an atomic distribution. Electronic Journal of Statistics, 2, 265-297.[go to publisher's site]
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