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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)
Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
Laib, Naâmane, (2010)
A note on the asymptotic normality of the ET method for extreme quantile estimation
Diebolt, Jean, (2003)
Goodness-of-fit tests for nonlinear heteroscedastic regression models
Diebolt, Jean, (1999)