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Non Linear ARX-Models: Probabilistic Properties and Consistent Recursive Estimation.
Doukhan, P.; Tsybakov, A. - Center for Operations Research and Econometrics (CORE), … - 1992
Persistent link: https://www.econbiz.de/10005779450
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Estimation of Support of a Probability Density and Estimation of Support Functionals.
Korostelev, A.P.; Tsybakov, A.B. - Center for Operations Research and Econometrics (CORE), … - 1992
Persistent link: https://www.econbiz.de/10005634130
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Minimax Linewise Algorithm for Image Reconstruction.
Korostelev, A.P.; Tsybakov, A.B. - Center for Operations Research and Econometrics (CORE), … - 1992
Persistent link: https://www.econbiz.de/10005478933
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A Discretisation Methods for Average Derivative Estimation.
Turlach, B. - Center for Operations Research and Econometrics (CORE), … - 1992
Persistent link: https://www.econbiz.de/10005669220
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Nonparametric Approaches to Generalized Linear Models.
Hardle, W.K.; Turlach, B.A. - Center for Operations Research and Econometrics (CORE), … - 1992
Persistent link: https://www.econbiz.de/10005669250
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Constrained Nonparametric Regression.
Rodrigues-Poo, J.M. - Center for Operations Research and Econometrics (CORE), … - 1992
Persistent link: https://www.econbiz.de/10005669340
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SUNSPOT EQUILIBRIUM AS A GAMES-THEORETICAL SOLUTION CONCEPT.
FORGES, F. - Center for Operations Research and Econometrics (CORE), … - 1990
Persistent link: https://www.econbiz.de/10005207632
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Time Transformations, Intraday Data and Volatility Models.
Giot, P. - Center for Operations Research and Econometrics (CORE), … - 1999
In this paper, we focus on the trade and quote data for the IBM stock traded at the NYSE. We present two different framworks for analyzing this dataset. First, using regularly sampled observations, we characterize the intraday volatility of the mid-point of the bid-ask quotes by estimating GARCH...
Persistent link: https://www.econbiz.de/10005207636
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On the Distribution of Jumps of Dirichlet Process.
Rolin, J.M. - Center for Operations Research and Econometrics (CORE), … - 1992
Persistent link: https://www.econbiz.de/10005779407
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To combine or not to combine? issues of combining forecasts.
Palm, F.C. - Center for Operations Research and Econometrics (CORE), … - 1991
Persistent link: https://www.econbiz.de/10005779437