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Testing for stochastic monotonicity
Lee, Sokbae (contributor); Linton, Oliver (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360105
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Estimating multiplicative and additive hazard functions by kernel methods
Linton, Oliver; Nielsen, Jens Perch; Geer, Sara van de - 2001
Persistent link: https://www.econbiz.de/10001613862
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Estimating multiplicative and additive hazard functions by Kernel methods
Linton, Oliver; Nielsen, Jens Perch; Geer, Sara van de - 2001
Persistent link: https://www.econbiz.de/10001555779
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Multi-step forecast error variances for periodically integrated time series
Franses, Philip Hans - 1994
Persistent link: https://www.econbiz.de/10000891993
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A model selection strategy for time series with increasing seasonal variation
Franses, Philip Hans; Koehler, Anne B. - 1993
Persistent link: https://www.econbiz.de/10000893854
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Testing for common trends across periodically integrated seasonal time series
Franses, Philip Hans - 1993
Persistent link: https://www.econbiz.de/10000894172
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Differencing a periodically integrated time series
Franses, Philip Hans - 1993
Persistent link: https://www.econbiz.de/10000894184
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Common features in periodic seasonal time series
Franses, Philip Hans - 1993 - Version: April 1993
Persistent link: https://www.econbiz.de/10000894474
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000865567
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A model selection procedure for time series with seasonality
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820497