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Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections
Cai, Zongwu; Masry, Elias - In: Econometric theory 16 (2000) 4, pp. 465-501
Persistent link: https://www.econbiz.de/10001517328
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Bias-free nonparametric estimation of intra-day trade activity measures
Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2000
Persistent link: https://www.econbiz.de/10001517885
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Long memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10001508112
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Nonparametric estimation of generalized impulse response function
Tschernig, Rolf; Yang, Lijian - 2000
Persistent link: https://www.econbiz.de/10001531799
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Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data
Crawford, Ian - 1999
Persistent link: https://www.econbiz.de/10001432892
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Seasonal and cyclical long-memory in time series 1
Arteche, Jesus Maria - 1998
Persistent link: https://www.econbiz.de/10001436972
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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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S-estimation in the nonlinear regression model with long-memory error terms
Sibbertsen, Philipp - 1999
Persistent link: https://www.econbiz.de/10001439129
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Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400363
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Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400379