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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