Narrow search
Showing 1 - 6 of 6
Cover Image
The limiting behavior of kernel estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae; Linton, Oliver - 1996
Persistent link: https://www.econbiz.de/10000621990
Cover Image
Nonparametric estimation of a polarization measure
Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003860928
Cover Image
Some higher order theory for a consistent nonparametric model specification test
Fan, Yanqin; Linton, Oliver - 1997
Persistent link: https://www.econbiz.de/10000974397
Cover Image
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun; Li, Degui; Linton, Oliver; Wang, Hanchao - 2022 - This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Cover Image
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael; Walsh, Christopher; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013485021
Cover Image
Estimating time-varying networks for high-dimensional time series
Chen, Jia; Li, Degui; Li, Yuning; Linton, Oliver - 2022 - Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856