O
Oliver Linton
Researcher at University of Cambridge
Publications - 447
Citations - 13008
Oliver Linton is an academic researcher from University of Cambridge. The author has contributed to research in topics: Estimator & Nonparametric statistics. The author has an hindex of 55, co-authored 425 publications receiving 12055 citations. Previous affiliations of Oliver Linton include University of Illinois at Urbana–Champaign & Yale University.
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Nonparametric Transformation to White Noise
Oliver Linton,Enno Mammen +1 more
TL;DR: In this paper, an estimator of the news impact curve based on a dynamic transformation that produces white noise errors is proposed. But this estimator is not a special case of a nonparametric regression with serially correlated errors.
ReportDOI
Nonparametric Estimation of a Polarization Measure
TL;DR: In this article, a nonparametric estimation of a polarization measure based on kernel estimation techniques is proposed, which yields consistent inference in all cases we consider and is applied to the study of polarization within China in recent years.
Journal ArticleDOI
Editorial for the special issue on financial engineering and risk management for JoE
Oliver Linton,Zhengjun Zhang +1 more
Posted Content
Adaptive Estimation in ARCH Models
TL;DR: In this article, the authors construct adaptive estimators of the identifiable parameters in a regression model when the errors follow a stationary parametric ARCH(P) process, but do not assume a functional form for the conditional density of the errors, but require that it be symmetric about zero.