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Degree of approximation results for feedforward networks approximating unknown mappings and their derivatives
Hornik, Kurt (contributor) - 1993
Persistent link: https://www.econbiz.de/10000864048
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Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function
Hooker, Mark Allan - 1991
Persistent link: https://www.econbiz.de/10000828237
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The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf - 1992
Persistent link: https://www.econbiz.de/10000834763
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Univariate GARCH-M estimates of variable risk premia for 180-day Australian bank bills
MacDonald, Alexander David; Ridley, Tim I.; Kendall, … - 1990
Persistent link: https://www.econbiz.de/10000804174
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Biased crossvalidation for a kernel regression estimator and its derivatives
Härdle, Wolfgang; Carroll, Raymond J. - 1989
Persistent link: https://www.econbiz.de/10000774582
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Some results on the asymptotic properties of kernel regression derivative estimators
Rilstone, Paul - 1988
Persistent link: https://www.econbiz.de/10000815484
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Kernel estimators of integrated squared density derivatives in non-smooth cases
Es, A. J. van; Hoogstrate, André J. - 1993
Persistent link: https://www.econbiz.de/10000874692
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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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A test of an interest rate contingent claims market
Rindell, Krister - 1991
Persistent link: https://www.econbiz.de/10000130001
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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio; Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10000151461