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Approximately best linear predictor
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International journal of forecasting
CoFE Discussion Paper
170
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
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On robust local polynomial estimation with long-memory errors
Beran, Jan
;
Feng, Yuanhua
;
Ghosh, Sucharita
; …
- In:
International journal of forecasting
18
(
2002
)
2
,
pp. 227-242
Persistent link: https://www.econbiz.de/10006974892
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