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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)
Bandwidth choice for density derivatives
Härdle, Wolfgang, (1988)
Asymptotically best bandwidth selectors in kernel density estimation
Park, Byeong U., (1991)
How far are automatically chosen regression smoothing parameters from their optimum?
Härdle, Wolfgang, (1986)