Tianshun Yan

According to our database1, Tianshun Yan authored at least 2 papers between 2017 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Links

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Bibliography

2020
Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate.
Comput. Stat., 2020

2017
A test for a parametric form of the volatility in second-order diffusion models.
Comput. Stat., 2017


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