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Weekday dependence of German stock market returns
Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001404961
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Compensator-based simulation of correlated defaults
Giesecke, Kay - 2002
Persistent link: https://www.econbiz.de/10001685033
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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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Nonparametric factor analysis of time series
Rodríguez Poo, Juan Manuel; Linton, Oliver - 1998
Persistent link: https://www.econbiz.de/10000995833
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Nonparametric significance testing
Lavergne, Pascal; Vuong, Quang H. - 1998 - Rev
Persistent link: https://www.econbiz.de/10000995905
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Adaptive weights smoothing with applications to image restoration
Polzehl, Jörg; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000995914
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An equality test across nonparametric regressions
Lavergne, Pascal - 1998
Persistent link: https://www.econbiz.de/10000996316
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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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Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina - 1999
Persistent link: https://www.econbiz.de/10001377675
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Error reduction in density estimation under shape restrictions
Rychlik, Tomasz - 1999
Persistent link: https://www.econbiz.de/10001377681