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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
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Semiparametric multivariate GARCH models
Hafner, Christian M.; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001790716
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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001876196
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Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774299
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Nonparametric density estimation for positive time series
Bouezmarni, Taoufik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003376143
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Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003527551
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Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557225
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Nonparametric density estimation for positive time series
Bouezmarni, Taoufik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003395282
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Density and hazard rate estimation for censored and α-mixing data using gamma kernels
Bouezmarni, Taoufik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003395324
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Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2008
Persistent link: https://www.econbiz.de/10003813959