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Discrimination of locally stationary time series based on the excess mass functional
Chandler, Gabriel; Polonik, Wolfgang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 240-253
Persistent link: https://www.econbiz.de/10003309676
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang (contributor); Yao, Qiwei (contributor) - 2005
Persistent link: https://www.econbiz.de/10003164811