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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~person:"Xiao, Zhijie"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
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A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
23
(
2007
)
3
,
pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
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Second-order approximation for adaptive regression estimators
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
5
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pp. 984-1024
Persistent link: https://www.econbiz.de/10001609191
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