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Modeling long-memory stochastic volatility
DeLima, Pedro J. F.; Breidt, F. Jay; Crato, Nuno - 1994
Persistent link: https://www.econbiz.de/10000908766
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The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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On focussed and less focussed model selection
Claeskens, Gerda (contributor) - 2006
Persistent link: https://www.econbiz.de/10003617405
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Statistical model choice
Claeskens, Gerda - 2015
Persistent link: https://www.econbiz.de/10011675278
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Focused information criteria and model averaging for the Cox hazard regression model
Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1449-1464
Persistent link: https://www.econbiz.de/10003406649
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An information criterion for variable selection in support vector machines
Claeskens, Gerda (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003621816
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Lack-of-fit tests in semiparametric mixed models
Claeskens, Gerda (contributor); Ding, Huijuan (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003621891
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Testing for lack of fit in inverse regression : with applications to photonic imaging
Bissantz, Nicolai; Claeskens, Gerda; Holzmann, Hajo; … - 2007
Persistent link: https://www.econbiz.de/10003623615
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Variable selection with incomplete covariate data
Claeskens, Gerda (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003623621
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Order selection tests with multiply-imputed data
Consentino, Fabrizio; Claeskens, Gerda - 2009
Persistent link: https://www.econbiz.de/10003982194