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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Assessing the number of mean square derivatives of a Gaussian process
Blanke, Delphine, (2008)
Modelization and Nonparametric Estimation for a Dynamical System with Noise
Blanke, Delphine, (1998)
Estimating the order of mean-square derivatives with quadratic variations
Blanke, Delphine, (2011)