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Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
LEPSKI, O.; TSYBAKOV, A. - Sonderforschungsbereich 373, Quantifikation und … - 1996
Persistent link: https://www.econbiz.de/10010601783
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Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression
HÄRDLE, Wolfgang; TSYBAKOV, A. - Sonderforschungsbereich 373, Quantifikation und … - 1995
Persistent link: https://www.econbiz.de/10010983632
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Nonparametric Vector Autoregression
HÄRDLE, Wolfgang; TSYBAKOV, A.; YANG, L. - Sonderforschungsbereich 373, Quantifikation und … - 1996
Persistent link: https://www.econbiz.de/10010983741