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Tianshun Yan
Publication Activity (10 Years)
Years Active: 2017-2020
Publications (10 Years): 2
Top Topics
Short Term
Diffusion Models
Statistical Inference
Top Venues
Comput. Stat.
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Publications
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Tianshun Yan
,
Yanyong Zhao
,
Wentao Wang
Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate.
Comput. Stat.
35 (2) (2020)
Tianshun Yan
,
Changlin Mei
A test for a parametric form of the volatility in second-order diffusion models.
Comput. Stat.
32 (4) (2017)