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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000
Persistent link: https://www.econbiz.de/10001512674
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Long memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10001508112
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Nonlinear and nonparametric methods for analyzing financial time series
Franke, Jürgen - In: Operations research proceedings 1998 : selected papers …, (pp. 271-282). 1999
Persistent link: https://www.econbiz.de/10001437551
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Nonparametric estimation of missing values in time series
Noack, Thomas; Schlittgen, Rainer - In: Allgemeines statistisches Archiv : AStA ; journal of … 84 (2000) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10001473468
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Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan; Feng, Yuanhua - 2000
Persistent link: https://www.econbiz.de/10001485225
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Bonnspline : the PC version of bathline ; an interactive spline smoothing package
Silverman, B. W.; Watters - 1987
Persistent link: https://www.econbiz.de/10000735930
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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Nonparametric recursive moment estimation with dependent data
Chen, Xiaohong - 1995
Persistent link: https://www.econbiz.de/10000924643
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A consistent nonparametric test of ergodicity for time series with applications
Domowitz, Ian; El-Gamal, Mahmoud A. - 1997
Persistent link: https://www.econbiz.de/10000970873
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Additive nonparametric regression for time series
Smith, Michael S.; Wong, Chi-ming; Kohn, Robert - 1996
Persistent link: https://www.econbiz.de/10000947881