108 citations · 191 across the 2 of their papers we have counts for
2 papers
math.ST2007★ 83 cited
A test for model specification of diffusion processes
Song Xi Chen, Jiti Gao, Cheng Yong Tang
We propose a test for model specification of a parametric diffusion process based on a kernel estimation of the transitional density of the process. The empirical likelihood is use…
math.ST2006★ 108 cited
Estimation in semiparametric spatial regression
Jiti Gao, Zudi Lu, Dag Tjøstheim
Nonparametric methods have been very popular in the last couple of decades in time series and regression, but no such development has taken place for spatial models. A rather obvio…