30 citations · 88 across the 10 of their papers we have counts for
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math.ST2002
Combining kernel estimators in the uniform deconvolution problem
Bert van Es
We construct a density estimator and an estimator of the distribution function in the uniform deconvolution model. The estimators are based on inversion formulas and kernel estimat…
math.ST2002★ 21 cited
Nonparametric volatility density estimation for discrete time models
Bert van Es, Peter Spreij, Harry van Zanten
We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time i…
math.ST2002★ 6 cited
Estimating a structural distribution function by grouping
Bert van Es, Stamatis Kolios
By the method of Poissonization we confirm some existing results concerning consistent estimation of the structural distribution function in the situation of a large number of rare…