Preprints

 

Published papers

2017
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
  • van Zanten, J.H. (2002). Continuous Ocone martingales as weak limits of rescaled martingales. Electron. Comm. Probab. 7, 215–222 (electronic). With erratum.
2001
  • van Zanten, J.H. (2001). Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes. J. Nonparametr. Statist. 13, no. 6, 833–850.
  • van Zanten, J.H. (2001). A note on consistent estimation of multivariate parameters in ergodic diffusion models. Scand. J. Statist. 28, no. 4, 617–623.
  • Dzhaparidze, K., van Zanten, J.H. (2001).
    On Bernstein-type inequalities for martingales.
    Stochastic Process. Appl. 93, no. 1, 109–117.
2000
  • van Zanten, J.H. (2000). On the uniform convergence of the empirical density of an ergodic diffusion. Stat. Inference Stoch. Process. 3, no. 3, 251–262.
  • Dzhaparidze, K., Spreij, P.J C., van Zanten, J.H. (2000). Some aspects of modeling and statistical inference for financial models. Statist. Neerlandica 54, no. 3, 265–292.
  • van Zanten, J.H. (2000).
    A multivariate central limit theorem for continuous local martingales.
    Statist. Probab. Lett. 50, no. 3, 229–235.