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Search: person:"Spokoiny, Vladimir G."
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Estimation theory
7
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Spokojnyj, Vladimir G.
9
Härdle, Wolfgang
4
Spokoiny, Vladimir G.
3
Chen, Ying
2
Horowitz, Joel L.
2
Čížek, Pavel
2
Elagin, Mstislav
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Giacomini, Enzo
1
Herwartz, Helmut
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Horowitz, Joel
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Horowitz, Joel L
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Polzehl, Jörg
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Samarov, Alexander
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Spokoiny, Vladimir G
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
Applied quantitative finance
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1
Modeling nonstationary and leptokurtic financial time series
Chen, Ying
;
Spokojnyj, Vladimir G.
- In:
Econometric theory
31
(
2015
)
4
,
pp. 703-728
Persistent link: https://www.econbiz.de/10011341930
Saved in:
2
GHICA : risk analysis with GH distributions and independent components
Chen, Ying
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 255-269
Persistent link: https://www.econbiz.de/10009271851
Saved in:
3
Varying coefficient GARCH models
Čížek, Pavel
;
Spokojnyj, Vladimir G.
- In:
Handbook of financial time series
,
(pp. 169-185)
.
2009
Persistent link: https://www.econbiz.de/10003833937
Saved in:
4
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
5
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
Saved in:
6
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
- In:
Applied quantitative finance
,
(pp. 345-361)
.
2009
Persistent link: https://www.econbiz.de/10003746421
Saved in:
7
Component identification and estimation in nonlinear high-dimensional regression models by structural adaptation
Samarov, Alexander
;
Spokojnyj, Vladimir G.
;
Vial, Celine
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 429-445
Persistent link: https://www.econbiz.de/10002928074
Saved in:
8
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
9
Theory and Methods - An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
Horowitz, Joel L.
;
Spokoiny, Vladimir G.
- In:
Journal of the American Statistical Association : JASA
97
(
2002
)
459
,
pp. 822-835
Persistent link: https://www.econbiz.de/10006615679
Saved in:
10
An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative
Horowitz, Joel
;
Spokojnyj, Vladimir G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 599-631
Persistent link: https://www.econbiz.de/10001580788
Saved in:
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