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Testing semiparametric hypotheses in locally stationary processes
Preuß, Philip; Vetter, Mathias; Dette, Holger - 2011
Persistent link: https://www.econbiz.de/10009153837
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Nonparametric comparison of quantile curves : a stochastic process approach
Dette, Holger; Volgushev, Stanislav; Wagener, Jens - 2011
Persistent link: https://www.econbiz.de/10009153974
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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010347305
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Detecting relevant changes in time series models
Dette, Holger; Wied, Dominik - 2014
Persistent link: https://www.econbiz.de/10010347323
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Being focused : when the purpose of inference matters for model selection
Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - 2011
Persistent link: https://www.econbiz.de/10009238103