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Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert, (1999)
Testing chaotic dynamics via Lyapunov exponents
Fernández Rodríguez, Fernando, (2000)
The power of bootstrap based tests for parameters in cointegrating regressions
Li, Hongyi, (2000)
Adaptive varying-coefficient linear models
Fan, Jianqing, (2000)
Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing, (2005)
Nonlinear time series : nonparametric and parametric methods