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Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel; Gijbels, Irène - 2009
Persistent link: https://www.econbiz.de/10003892556
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Robust forecasting of non-stationary time series
Croux, Christophe; Fried, Roland; Gijbels, Irène; … - 2010
Persistent link: https://www.econbiz.de/10008664197
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Robust forecasting of non-stationary time series
Croux, Christophe; Fried, Roland; Gijbels, Irène; … - 2010
Persistent link: https://www.econbiz.de/10008989139
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Copula directed acyclic graphs
Pircalabelu, E.; Claeskens, G.; Gijbels, Irène - 2015
Persistent link: https://www.econbiz.de/10011646396
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Identification, estimation and specification in a class of semiparametic time series models
Gao, Jiti - 2012
Persistent link: https://www.econbiz.de/10009565428
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Identification, Estimation, and Specification in a Class of Semilinear Time Series Models
Gao, Jiti - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881347
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The third generation ACD model : a semiparametric approach
Wongsaart, Pipat (contributor); Gao, Jiti (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003760021
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Specification testing in discretized diffusion models : theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003783793
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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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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450