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~institution:"London School of Economics and Political Science"
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A method of moments estimator for semiparametric index models
Donkers, Bas
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contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003048657
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2
A parametric bootstrap test for cycles
Dalla, Violetta
(
contributor
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Hidalgo, Javier
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10002814628
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3
Distribution free goodness-of-fit tests for linear processes
Delgado, Miguel A.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002814664
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4
On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
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5
Multivariate distribution models with generalized hyperbolic margins
Schmidt, Rafael
(
contributor
);
Hrycej, Tomas
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943590
Saved in:
6
Nonparametric estimation of tail dependence
Schmidt, Rafael
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943616
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7
Estimating conditional distribution functions using dimension reduction
Hall, Peter
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755567
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