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Adaptive semiparametric estimation of the memory parameter

Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 2000

Persistent link: https://www.econbiz.de/10001444259

Edgeworth expansions for semiparametric whittle estimation of long memory

Giraitis, Liudas; Robinson, Peter M. - 2002

Persistent link: https://www.econbiz.de/10001703681

Whittle estimation of ARCH models

Giraitis, Liudas; Robinson, Peter M. - 2000

Persistent link: https://www.econbiz.de/10001551057

Variance-type estimation of long memory

Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 1998

Persistent link: https://www.econbiz.de/10000996492

Whittle estimation of ARCH models

Giraitis, Liudas; Robinson, Peter M. - In: Econometric theory 17 (2001) 3, pp. 608-631

Persistent link: https://www.econbiz.de/10001589340

Noisy independent factor analysis model for density estimation and classification

Amato, U.; Antoniadis, A.; Samarov, Alexander; Cybakov, … - 2009

We consider the problem of multivariate density estimation when the unknown density is assumed to follow a particular form of dimensionality reduction, a noisy independent factor analysis (IFA) model. In this model the data are generated by a number of latent independent components having...