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Müller, Hans-Georg; Stadtmüller, Ulrich; Yao, Fang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1007-1018

Persistent link: https://www.econbiz.de/10003375789

Forecasting density function : application in finance

Sen, Rituparna; Ma, Changie - In: Journal of mathematical finance 5 (2015) 5, pp. 433-447

Persistent link: https://www.econbiz.de/10011440098

Covariance between Stochastic Processes Observed Sparsely with Noise : Application to Online Auctions

Sen, Rituparna - 2009

Integrated covariance between pairs of realizations of a multivariate Ito process observed sparsely and irregularly with additive noise is estimated using the random lead lag estimator. The method is applied to a dataset of price processes from online auctions on ebay. This approach allows us to...

Persistent link: https://www.econbiz.de/10013155932

Order-preserving nonparametric regression, with applications to conditional distribution and quantile function estimation

Hall, Peter; Müller, Hans-Georg - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 598-608

Persistent link: https://www.econbiz.de/10001828523

Functional additive models

Müller, Hans-Georg; Yao, Fang - In: Journal of the American Statistical Association : JASA 103 (2008) 484, pp. 1534-1544

Persistent link: https://www.econbiz.de/10003814717

Estimating derivatives for samples of sparsely observed functions, with application to online auction dynamics

Liu, Bitao; Müller, Hans-Georg - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 704-717

Persistent link: https://www.econbiz.de/10003885413

Functional varying coefficient models for longitudinal data

Şentürk, Damla; Müller, Hans-Georg - In: Journal of the American Statistical Association : JASA 105 (2010) 491, pp. 1256-1264

Persistent link: https://www.econbiz.de/10008738377