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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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Nonparametric neural network estimation of lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - 2002
Persistent link: https://www.econbiz.de/10001658165
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - 2003
Persistent link: https://www.econbiz.de/10001760767
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Global Bahadur representation for nonparametric censored regression quantiles and its applications
Kong, Efang; Linton, Oliver; Xia, Yingcun - 2011
This paper is concerned with the nonparametric estimation of regression quantiles where the response variable is … component functions in additive quantile regression models. …
Persistent link: https://www.econbiz.de/10010288315
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Evaluating value-at-risk models via quantile regressions
Gaglianone, Wagner Piazza (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003759325
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Uniform Behadur representation for local polynomial estimates of M-regression and its application to the additive model
Kong, Efang; Linton, Oliver; Xia, Yingcun - In: Econometric theory 26 (2010) 5, pp. 1529-1564
Persistent link: https://www.econbiz.de/10008662657
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971702
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008798843
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Nonparametric transpormation to white noise
Linton, Oliver; Mammen, Enno - In: Journal of econometrics 142 (2008) 1, pp. 241-264
Persistent link: https://www.econbiz.de/10003608181
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A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10003541196