As a common semiparametric mode, the partially linear additive model has flexible
structures, and it has been widely used in practice. In this paper, we study the quantile …

This paper focuses on the adaptive spline (A-spline) fitting of the semiparametric regression
model to time series data with right-censored observations. Typically, there are two main …

Parametric continuous-time analysis often entails derivations of continuous-time models
from predefined discrete formulations. However, undetermined convergence rates of …

This thesis consists of three self-contained essays evaluating topics in portfolio selection,
continuous-time analysis, and market incompleteness. The two opposing investment …

In time series analysis, it is common to encounter censored data, where observations are
only partially observed due to a detection limit. This thesis specifically addresses the case of …

This study focuses on the develop a new semiparametric estimator based on the kernel
smoothing technique when the partially linear model (PLM) has autoregressive error terms …