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Nonparametric M-estimation with long memory errors
Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp - 2000
Persistent link: https://www.econbiz.de/10004703927
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On robust local polynomial estimation with long memory errors
Beran, Jan (contributor) - 2000
Persistent link: https://www.econbiz.de/10004704034
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Determinants of inter trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank; Hautsch, Nikolaus - 2000
Persistent link: https://www.econbiz.de/10004704035
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Modifying the double smoothing bandwidth selector in nonparametric regression
Beran, Jan; Feng, Yuanhua; Heiler, Siegfried - 2000
Persistent link: https://www.econbiz.de/10004714108
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Prediction of 0-1-events for short and long memory time series
Beran, Jan - 2002
Persistent link: https://www.econbiz.de/10004718175
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Exploring local dependence
Abberger, Klaus - 2002
Persistent link: https://www.econbiz.de/10004718177
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Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan; Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10004718178
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Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10004718179
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Accounting for nonresponse heterogeneity in panel data
Inkmann, Joachim - 2001
Persistent link: https://www.econbiz.de/10004734552
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Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus; Pohlmeier, Winfried - 2001
Persistent link: https://www.econbiz.de/10004734554