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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel; Härdle, Wolfgang; Spokojnyj, Vladimir G. - In: The econometrics journal 12 (2009) 2, pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
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Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song; Härdle, Wolfgang; Ritov, Ya'acov - In: The econometrics journal 17 (2014) 2, pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Cízek, P.; Härdle, W.; Spokoiny, V. - In: The econometrics journal 12 (2009) 2, pp. 248-271
Persistent link: https://www.econbiz.de/10008279067