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Nichtparametrisches Verfahren
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irregularly spaced data
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Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
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2014
Persistent link: https://www.econbiz.de/10010418928
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A simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
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2017
Persistent link: https://www.econbiz.de/10011673050
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3
Center-outward R-estimation for semiparametric VARMA models
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2019
Persistent link: https://www.econbiz.de/10012179421
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Rank-based testing for semiparametric VAR model: a measure transportation approach
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2020
Persistent link: https://www.econbiz.de/10012317217
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