Drost, Feike Cornelis (1959-)

A note on Robinson's test of independence / by Feike C. Drost and Bas J.M. Werkerschema:ProductModel Adaptive estimation in time-series models / by Feike C. Drost, Chris A.J. Klaassen and Bas J.M. Werkerschema:ProductModel Adaptiveness in time series models / by Feike C. Drost, Chris A.J. Klaassen and Bas J.M. Werkerschema:ProductModel Asymptotics for generalized chi-square goodness-of-fit tests / door Feike Cornelis Drostschema:ProductModel Asymptotics for generalized chi-square goodness-of-fit tests / F.C. Drostschema:ProductModel Closing the Garch gap: continuous time Garch modeling / by Feike C. Drost and Bas J.M. Werkerschema:ProductModel Efficient estimation in semiparametric GARCH models / by Feike C. Drost and Chris A.J. Klaassenschema:ProductModel Efficient estimation in semiparametric GARCH models / by Feike C. Drost and Chris A.J. Klaassenschema:ProductModel Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models / by Feike C. Drost, Ramon van den Akker, Bas J.M. Werkerschema:ProductModel Estimating nuisance parameters in random-cell chi-square type goodness-of-fit tests / F.C. Drost, W.C.M. Kallenberg, J. Oosterhoffschema:ProductModel Estimation and testing in models containing both jumps and conditional heteroskedasticity / by Feike C. Drost, Theo E. Nijman and Bas J.M. Werkerschema:ProductModel Estimation and testing in models containing both jumps and conditional heteroskedasticity / by Feike C. Drost, Theo E. Nijman and Bas J.M. Werkerschema:ProductModel Generalized chi-square goodness-of-fit tests for location-scale models when the number of classes tends to infinity / by F.C. Drostschema:ProductModel How to define UMVU / F. C. Drostschema:ProductModel Semiparametric duration models / by Feike C. Drost and Bas J.M. Werkerschema:ProductModel Temporal aggregation of GARCH processes / by Feike C. Drost and Theo E. Nijmanschema:ProductModel Temporal aggregation of GARCH processes / by Feike C. Drost and Theo E. Nijmanschema:ProductModel

Asymptotic error bounds for power approximations to multinomial tests of fit / F.C. Drost ... [et al.]schema:ProductModel Comparison of tests, and local families / Wilbert C.M. Kallenberg and Feike C. Drostschema:ProductModel Efficiency comparisons of maximum likelihood-based estimators in Garch models / by Gloria González-Rivera and Feike C. Drostschema:ProductModel Exchange rate target zones : a new approach / by Frank de Jong, Feike C. Drost and Bas J.M. Werkerschema:ProductModel Power approximations to multinomial tests of fit / F.C. Drost ... [et al.]schema:ProductModel