activity
20192026
most citedA CLT for second difference estimators with an application to volatility and intensity

2 citations · 4 across the 8 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

math.ST2025

Semiparametrics via parametrics and contiguity

Adam Lee, Emil A. Stoltenberg, Per A. Mykland

Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric functio…