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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
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Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - In: Journal of econometrics 146 (2008) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
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Nonparametric risk management with generalized hyperbolic distributions
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-oh - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 910-923
Persistent link: https://www.econbiz.de/10003772400
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Stochastic networks in nanoscale biophysics : modeling enzymatic reaction of a single protein
Kou, S. C. - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 961-975
Persistent link: https://www.econbiz.de/10003772438
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Prediction of protein interdomain linker regions by a nonstationary hidden Markov model
Bae, Kyounghwa; Mallick, Bani K.; Elsik, Christine G. - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1085-1099
Persistent link: https://www.econbiz.de/10003773096
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Bayesian treed Gaussian process models with an application to computer modeling
Gramacy, Robert B.; Lee, Herbert K. H. - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1119-1130
Persistent link: https://www.econbiz.de/10003773116
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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae; Seo, Myung Hwan - In: Journal of econometrics 144 (2008) 2, pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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Nonstationary discrete choice
Hu, Ling; Phillips, Peter C. B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10001998884