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Time series - Forecasting non-stationary time series by wavelet process modelling
Fryzlewicz, Piotr; Bellegem, Sébastien Van; Sachs, … - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 4, pp. 737-764
Persistent link: https://www.econbiz.de/10006552765
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Nonparametric simultaneous testing for structural breaks
Gao, Jiti; Gijbels, Irène; Van Bellegem, Sébastien - In: Journal of econometrics 143 (2008) 1, pp. 123-142
Persistent link: https://www.econbiz.de/10007899827
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Nonparametric simultaneous testing for structural breaks
Gao, Jiti; Gijbels, Irène; Van Bellegem, Sébastien - In: Journal of econometrics 143 (2008) 1, pp. 123-143
Persistent link: https://www.econbiz.de/10008881146
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Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien; von Sachs, Rainer - In: International journal of forecasting 20 (2004) 4, pp. 611-628
Persistent link: https://www.econbiz.de/10006961489
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Copula-Based Regression Estimation and Inference
Noh, Hohsuk; Ghouch, Anouar El; Bouezmarni, Taoufik - In: Journal of the American Statistical Association : JASA 108 (2013) 502, pp. 676-688
Persistent link: https://www.econbiz.de/10010141622
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Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
Bouezmarni, Taoufik; Rombouts, Jeroen V.K.; Taamouti, … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 275-288
Persistent link: https://www.econbiz.de/10009976552
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CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
Bouezmarni, Taoufik; Scaillet, Olivier - In: Econometric theory 21 (2005) 2, pp. 390-412
Persistent link: https://www.econbiz.de/10006960161