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Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models
Yang, L.; Tschernig, R. - Sonderforschungsbereich 373, Quantifikation und … - 1998
Persistent link: https://www.econbiz.de/10010601842
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Nonparametric Lag Selection for Time Series
Tschernig, R.; Yang, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795043
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Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models
Yang, L.; Tschernig, R. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796256
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Multivariate bandwidth selection for local linear regression
Yang, L.; Tschernig, R. - In: Journal of the Royal Statistical Society Series B 61 (1999) 4, pp. 793-815
Persistent link: https://www.econbiz.de/10005658879
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Multivariate Plug-in Bandwidth for Local Linear Regression
Yang, L.; Tschernig, R. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742860
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Nonparametric Estimation of Generalized Impulse Response Function
Tschernig, R.; Yang, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742991