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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient

Hall, Peter (contributor); Härdle, Wolfgang (contributor); … - 1999

Persistent link: https://www.econbiz.de/10001413436

Nonparametric estimation of additive models with homogeneous components

Härdle, Wolfgang; Kim, Woocheol; Tripathi, Gautam - 2000

Persistent link: https://www.econbiz.de/10001509372

On adaptive estimation in partial linear models

Golubev, G.; Härdle, Wolfgang - 2000

Persistent link: https://www.econbiz.de/10001470204

Adaptive estimation for a time inhomogeneous stochastic-volatility model

Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000

Persistent link: https://www.econbiz.de/10001470372

Common factors governing VDAX movements and the maximum loss

Härdle, Wolfgang; Schmidt, Peter - 2000

Persistent link: https://www.econbiz.de/10001555314

The dynamics of investment under uncertainty

Bloom, Nicholas; Bond, Stephen; Van Reenen, John - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001575128

Semiparametric regression analysis with missing response at random

Wang, Qihua (contributor); Linton, Oliver (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001835934

Rating companies with support vector machines

Härdle, Wolfgang (contributor); Moro, R. A. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002009009

Semiparametric diffusion estimation and application to a stock market index

Härdle, Wolfgang (contributor) - 2001

Persistent link: https://www.econbiz.de/10001595495

Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure to forecast nonlinear ARMA model based simulated data...

Persistent link: https://www.econbiz.de/10003770766