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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)
Lp-norm consistencies of nonparametric estimates of regression, heteroskedasticity and variance of regression estimate when distribution of regressor is known
Singh, Radhey S., (1991)
The L1-norm consistency under weaker conditions of nonparametric regression and heteroskedasticity estimators
Singh, Radhey S., (1995)
Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedom
Singh, Radhey S., (1988)