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Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiß, Markus - 2000
Persistent link: https://www.econbiz.de/10001528173
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A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - 2000
Persistent link: https://www.econbiz.de/10001531783
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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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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495
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Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling
Abe, Makoto; Boztuğ, Yasemin; Hildebrandt, Lutz - 2000
Persistent link: https://www.econbiz.de/10001546575
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Higher order asymptotic theory for semiparametric estimation of spectral parameters of stationary processes
Taniguchi, Masanobu; VanGarderen, Kees Jan; Puri, Madan Lal - 2001
Persistent link: https://www.econbiz.de/10001605462
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An alternative to the BDS test : integration across the correlation integral
Kočenda, Evžen - In: Econometric reviews 20 (2001) 3, pp. 337-351
Persistent link: https://www.econbiz.de/10001606191
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Autoregressive aided periodogram bootstrap for time series
Kreiß, Jens-Peter; Paparoditis, Efstathios - 2001
Persistent link: https://www.econbiz.de/10001618698
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Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001619299
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Stochastic dominance efficiency tests under diversification
Kuosmanen, Timo - 2001
Persistent link: https://www.econbiz.de/10001584125