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Estimation of spot volatility with superposed noisy data
Liu, Qiang; Liu, Yiqi; Liu, Zhi; Wang, Li - In: The North American journal of economics and finance : a … 44 (2018), pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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A simultaneous confidence corridor for varying coefficient regression with sparse functional data
Gu, Lijie; Wang, Li; Härdle, Wolfgang; Yang, Lijian - 2014
We consider a varying coefficient regression model for sparse functional data, with time varying response variable depending linearly on some time independent covariates with coefficients as functions of time dependent covariates. Based on spline smoothing, we propose data driven simultaneous...
Persistent link: https://www.econbiz.de/10010225740
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Integrated conditional moment tests for parametric conditional distributions
Bierens, Herman J.; Wang, Li - In: Econometric theory 28 (2012) 2, pp. 328-362
Persistent link: https://www.econbiz.de/10009520945
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Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
Bierens, Herman J.; Wang, Li - In: Econometric reviews 36 (2017) 1/3, pp. 103-135
Persistent link: https://www.econbiz.de/10011795009
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A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data
Gu, Lijie - 2017
We consider a varying coefficient regression model for sparse functional data, with time varying response variable depending linearly on some time independent covariates with coefficients as functions of time dependent covariates. Based on spline smoothing, we propose data driven simultaneous...
Persistent link: https://www.econbiz.de/10012966539