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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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Nonparametric modeling in financial time series
Franke, Jürgen; Kreiß, Jens-Peter; Mammen, Enno - In: Handbook of financial time series, (pp. 927-952). 2009
Persistent link: https://www.econbiz.de/10003834268
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Nonparametric residue analysis of dynamic PET data with application to cerebral FDG studies in normals
O'Sullivan, Finbarr; Muzi, Mark; Spence, Alexander M.; … - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 556-571
Persistent link: https://www.econbiz.de/10003885366
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A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat; Gao, Jiti; Allen, David E. - 2009
Persistent link: https://www.econbiz.de/10003869607
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A note on a non-parametric tail dependence estimator
Fischer, Matthias; Dörflinger, Marco - 2006
estimation ; copula …
Persistent link: https://www.econbiz.de/10003903620
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Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Teyssière, Gilles; Abry, Patrice - In: Long memory in economics : with 50 tables, (pp. 173-238). 2006
Persistent link: https://www.econbiz.de/10003375645
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A nonparametric ACD model
Cosma, Antonio (contributor); Galli, Fausto (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375845
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008663983
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Asymptotic properties of penalized spline estimators
Claeskens, Gerda; Krivobokova, Tatyana; Opsomer, Jean D. - 2007
Persistent link: https://www.econbiz.de/10003976858
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Semiparametric efficient estimation for incomplete longitudinal binary data, with application to smoking trends
Perin, Jamie; Preisser, John S.; Rathouz, Paul J. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1373-1484
Persistent link: https://www.econbiz.de/10003992956