Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten
- 1 January 1996
- book chapter
- Published by Springer Science and Business Media LLC
Abstract
No abstract availableKeywords
This publication has 32 references indexed in Scilit:
- Ökonometrische Schätzmethoden für neuronale NetzePublished by Springer Science and Business Media LLC ,1994
- On the backfitting algorithm for additive regression modelsStatistica Neerlandica, 1993
- Functional-Coefficient Autoregressive ModelsJournal of the American Statistical Association, 1993
- Applied Nonparametric RegressionPublished by Cambridge University Press (CUP) ,1990
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing ApplicationsEconometrica, 1989
- Nonparametric Curve Estimation from Time SeriesLecture Notes in Statistics, 1989
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observationsStochastic Processes and their Applications, 1986
- Estimating Optimal Transformations for Multiple Regression and CorrelationJournal of the American Statistical Association, 1985
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized ConditionsJournal of the American Statistical Association, 1983
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982