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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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An adaptive, rate optimal test of a parametric model against a nonparametric alternative
Horowitz, Joel; Spokojnyj, Vladimir G. - 1999
Persistent link: https://www.econbiz.de/10001371690
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Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - 1999
Persistent link: https://www.econbiz.de/10001424759
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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495
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Semi-parametric estimation of generalized partially linear single-index models
Xia, Yingeun; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001697745
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Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo; Spokojnyj, Vladimir G. - 2002
Persistent link: https://www.econbiz.de/10001697768
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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001612100
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R robustified additive nonparametric regression
Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - 2002
Persistent link: https://www.econbiz.de/10001715637
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Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang; Kim, Woocheol; Tripathi, Gautam - 2000
Persistent link: https://www.econbiz.de/10001509372
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586