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Feike C. Drost's working papers

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Nonparametric risk-neutral return and volatility distributions, with M.-J. Boes and B.J.M. Werker.
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models, CentER Discussion Paper 2007-23, with R. van den Akker and B.J.M. Werker. Published in 2009:Journal of the Royal Statistical Society: Series B, 71, 467-485
An asymptotic analysis of nearly unstable INAR(1) models, CentER Discussion Paper 2006-44, with R. van den Akker and B.J.M. Werker. Published in 2009:Bernoulli, 15, 297-324


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