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Comparing sequential forecasters
Choe, Yo Joong, (2024)
Kolmogorov-Smirnov and Cramèr-von Mises type two-sample tests with various weight functions
Büning, Herbert, (2000)
Long memory analysis
Teyssière, Gilles, (2000)
Semiparametric efficient estimation of partially linear quantile regression models
Sun, Yiguo, (2005)
√N-consistent semiparametric estimation of partially linear quantile regression models
Sun, Yiguo, (2003)
Decomposing densities of stock indexes returns
Sun, Yiguo, (2004)