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Testing increasing spread when there are errors in the data
Heid, Frank - 1994
Persistent link: https://www.econbiz.de/10000892943
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Testing a regression model when we have smooth alternatives in mind
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000858566
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An iterative bandwidth selector for kernel estimation of densities and their derivatives
Engel, Joachim - 1993
Persistent link: https://www.econbiz.de/10000869817
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Model selection and variable transformations in nonlinear regression
Bunke, Olaf - 1993
Persistent link: https://www.econbiz.de/10000874327
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Profile methods
Ritter, Christian - 1993
Persistent link: https://www.econbiz.de/10000879380
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Estimating parameters of an extreme value distribution by the method of moments
Christopeit, Norbert - 1990
Persistent link: https://www.econbiz.de/10000347821
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Locally time homogeneous time series modelling
Elagin, Mstislav; Spokojnyj, Vladimir G. - 2008
Persistent link: https://www.econbiz.de/10003805435
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Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav - 2008
Persistent link: https://www.econbiz.de/10003809691
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Parameter estimation in time series analysis
Spokojnyj, Vladimir G. - 2009
Persistent link: https://www.econbiz.de/10003823733
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A regime-switching regression model for hedge funds
Erlwein, Christina; Müller, Marlene - 2011
Persistent link: https://www.econbiz.de/10009688313