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Robust subsampling
Camponovo, Lorenzo (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003459155
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Robust resampling methods for time series
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2010 - This Version: May 9, 2010
Persistent link: https://www.econbiz.de/10003968460
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Predictability hidden by anomalous observations
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2013 - This version: March 2013
Persistent link: https://www.econbiz.de/10010221576
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Kernel based goodness-of-fit tests for copulas with fixed smoothing parameters
Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003120209
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Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003354334
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Linear-quadratic jump-diffusion modeling
Cheng, Peng (contributor); Scaillet, Olivier (contributor) - 2006
Persistent link: https://www.econbiz.de/10003354343
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Testing for equality between two copulas
Rémillard, Bruno (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003354351
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Thikonov [Tikhonov] regularization for functional minimum distance estimators
Gagliardini, Patrick (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003459152
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Local transformation kernel density estimation of loss
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006
Persistent link: https://www.econbiz.de/10003459159
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A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick; Scaillet, Olivier - 2007
Persistent link: https://www.econbiz.de/10003936086