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    CSDA
    2010
    117views more  CSDA 2010»
    Penalized spline estimation for functional coefficient regression models
    14 years 9 months ago
    Penalized spline estimation for functional coefficient regression models
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    Yanrong Cao, Haiqun Lin, Tracy Z. Wu, Yan Yu
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    CSDA
    2010
    74views more  CSDA 2010»
    Real time detection of structural breaks in GARCH models
    14 years 9 months ago
    Real time detection of structural breaks in GARCH models
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    Zhongfang He, John M. Maheu
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    CSDA
    2010
    51views more  CSDA 2010»
    Modeling tick-by-tick realized correlations
    14 years 9 months ago
    Modeling tick-by-tick realized correlations
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    Francesco Audrino, Fulvio Corsi
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    CSDA
    2010
    55views more  CSDA 2010»
    Semiparametric Bayes hierarchical models with mean and variance constraints
    14 years 9 months ago
    Semiparametric Bayes hierarchical models with mean and variance constraints
    Download  ftp.isds.duke.edu
    Mingan Yang, David B. Dunson, Donna Baird
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    CSDA
    2010
    80views more  CSDA 2010»
    Exact maximum likelihood estimation for non-stationary periodic time series models
    14 years 9 months ago
    Exact maximum likelihood estimation for non-stationary periodic time series models
    Download  staff.feweb.vu.nl
    Irma Hindrayanto, Siem Jan Koopman, Marius Ooms
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