A test for a parametric form of the volatility in second-order diffusion models. - Tianshun Yan; Changlin Mei (Comput. Stat., 2017)

Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate. - Tianshun Yan; Yanyong Zhao; Wentao Wang (Comput. Stat., 2020)