Feike C. Drost

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4304-6650

Tilburg University, The Netherlands

Publications

• Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2009
• The Impact of Overnight Periods on Option Pricing — Journal of Financial and Quantitative Analysis 2007
• Adaptive estimation in time-series models — The Annals of Statistics 1997
• Generalized Chi-Square Goodness-of-Fit Tests for Location-Scale Models when the Number of Classes Tends to Infinity — The Annals of Statistics 1989
• Power Approximations to Multinomial Tests of Fit — Journal of the American Statistical Association 1989