Concepedia

Transition Density Estimation

Transition Density Estimation is the statistical methodology for nonparametrically inferring the probability density function that characterizes the instantaneous state transitions of a stochastic process governed by a diffusion equation.

234

Publications

10.9K

Citations

395

Authors

259

Institutions

Publications per year

2017–2026

21

Parents

Publications

234

Transition density: a new measure of activity in digital circuits

Farid N. Najm · IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems · 1993 · 431 citations

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Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes

Garland Durham, A. Ronald Gallant · Journal of Business and Economic Statistics · 2002 · 392 citations · Full text

, , +17

Transition Densities for Interest Rate and Other Nonlinear Diffusions

Yacine Aı̈t-Sahalia · The Journal of Finance · 1999 · 364 citations

, , +17

Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates

Yongmiao Hong, Haitao Li · Review of Financial Studies · 2004 · 324 citations

, , +17

Transition density, a stochastic measure of activity in digital circuits

Farid N. Najm · 1991 · 272 citations

, , +9

1–5 of 234

Authors

395

  1. TK
    Takashi Kumagai

    Kyoto University, Japan

    7 publications · 504 citations

    7

    h-index

  2. FN
    Farid N. Najm

    University of Toronto, Canada

    7 publications · 946 citations

    7

    h-index

  3. PK
    Panki Kim

    Seoul National University, South Korea

    5 publications · 360 citations

    5

    h-index

  4. JF
    Jianqing Fan

    Princeton University, United States

    5 publications · 393 citations

    5

    h-index

  5. RS
    Renming Song

    University of Illinois Urbana-Champaign, United States

    5 publications · 372 citations

    5

    h-index

1–5 of 395

Institutions

259

  1. University of Illinois Urbana-Champaign

    Urbana, United States

    11 h-index

    23 publications

    1.2K citations

  2. Wrocław University of Science and Technology

    Wroclaw, Poland

    10 h-index

    17 publications

    461 citations

  3. University of Washington

    Seattle, United States

    7 h-index

    10 publications

    729 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    7 h-index

    10 publications

    215 citations

  5. Princeton University

    Princeton, United States

    6 h-index

    10 publications

    1.2K citations

  6. Institute of Mathematics

    Warsaw, Poland

    6 h-index

    10 publications

    316 citations

  7. Duke University

    Durham, United States

    5 h-index

    5 publications

    343 citations

  8. University of California, Berkeley

    Berkeley, United States

    5 h-index

    9 publications

    399 citations

1–8 of 259

Venues

  1. SSRN Electronic Journal

    Repository · 10 publications · 188 citations

    10

    h-index

  2. The Annals of Probability

    7 publications · 288 citations

    7

    h-index

  3. Journal of Applied Probability

    JAP · 7 publications · 187 citations

    7

    h-index

  4. arXiv (Cornell University)

    Repository · 6 publications · 118 citations

    6

    h-index

  5. Physical Review C

    PRC · 5 publications · 133 citations

    5

    h-index

1–5