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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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Some nonparametric tests for unit roots and cointegration
Breitung, Jörg - 1999
Persistent link: https://www.econbiz.de/10001390729
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
Persistent link: https://www.econbiz.de/10001715636
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Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao; Li, Haitao - 2002
Persistent link: https://www.econbiz.de/10001684716
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Testing the diffusion coefficient
Kleinow, Torsten - 2002
Persistent link: https://www.econbiz.de/10001684924
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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001413436
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Long memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10001508112
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ExploRing persistence in financial time series
Lee, David - 2000
Persistent link: https://www.econbiz.de/10001509570
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Consistency of a least squares orthonormal series estimator for a regression function
Delecroix, Michel; Protopopescu, Camelia - 2000
Persistent link: https://www.econbiz.de/10001470356
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One-sided confidence about functionals over tangent cones
Rieder, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485395