Kernel regression smoothing of time series
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Bibliographic InfoPaper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1990031.
Date of creation: 01 Jan 1990
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- Eric Ghysels & Christian Gouriéroux & Joanna Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers 96s-19, CIRANO.
- GHYSELS, Eric & PATILEA, Valentin & RENAULT, Eric & TORRES, Olivier, 1997.
"Nonparametric methods and option pricing,"
CORE Discussion Papers
1997075, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Peter C.B. Phillips & Joon Y. Park, 1998. "Nonstationary Density Estimation and Kernel Autoregression," Cowles Foundation Discussion Papers 1181, Cowles Foundation for Research in Economics, Yale University.
- del Rio, Alejandro Quintela, 1996. "Comparison of bandwidth selectors in nonparametric regression under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 21(5), pages 563-580, May.
- Gao, Jiti & Tong, Howell, 2002. "Nonparametric and semiparametric regression model selection," MPRA Paper 11987, University Library of Munich, Germany, revised Feb 2004.
- Kim, Woocheol & Linton, Oliver B., 2004.
"The live method for generalized additive volatility models,"
Open Access publications from London School of Economics and Political Science
http://eprints.lse.ac.uk/, London School of Economics and Political Science.
- Kim, Woocheol & Linton, Oliver, 2004. "The Live Method For Generalized Additive Volatility Models," Econometric Theory, Cambridge University Press, vol. 20(06), pages 1094-1139, December.
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