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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~person:"Wan, Alan T. K."
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
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Wan, Alan T. K.
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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A semiparametric generalized ridge estimator and link with model averaging
Ullah, Aman
;
Wan, Alan T. K.
;
Wang, Huansha
;
Zhang, Xinyu
; …
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 370-384
Persistent link: https://www.econbiz.de/10011795220
Saved in:
2
A seemingly unrelated nonparametric additive model with autoregressive errors
Wan, Alan T. K.
;
You, Jinhong
;
Zhang, Riquan
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 894-928
Persistent link: https://www.econbiz.de/10011590718
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