Search Results

There are 23041 results for: content related to: Quantile Regression Estimator for GARCH Models

  1. How Many Iterations are Sufficient for Efficient Semiparametric Estimation?

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 592–618, GUANG CHENG

    Version of Record online : 3 APR 2013, DOI: 10.1002/sjos.12005

  2. Testing for Bivariate Extreme Dependence Using Kendall's Process

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 497–514, JEAN-FRANÇOIS QUESSY

    Version of Record online : 27 JUN 2011, DOI: 10.1111/j.1467-9469.2011.00739.x

  3. Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 619–646, HENDRIK P. LOPUHAÄ and GABRIELA F. NANE

    Version of Record online : 11 APR 2013, DOI: 10.1002/sjos.12008

  4. Takacs–Fiksel Method for Stationary Marked Gibbs Point Processes

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 416–443, JEAN-FRANOIS COEURJOLLY, DAVID DEREUDRE, RÉMY DROUILHET and FRÉDÉRIC LAVANCIER

    Version of Record online : 12 JUL 2011, DOI: 10.1111/j.1467-9469.2011.00738.x

  5. Testing for Equivalence of Means under Heteroskedasticity by an Approximate Solution of a Partial Differential Equation of Infinite Order

    Scandinavian Journal of Statistics

    Volume 38, Issue 1, March 2011, Pages: 147–168, MARTIN BACHMAIER

    Version of Record online : 12 JUL 2010, DOI: 10.1111/j.1467-9469.2010.00704.x

  6. False Discovery Rate Control of Step-Up-Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve

    Scandinavian Journal of Statistics

    Volume 39, Issue 2, June 2012, Pages: 382–397, HELMUT FINNER, VERONIKA GONTSCHARUK and THORSTEN DICKHAUS

    Version of Record online : 14 MAY 2012, DOI: 10.1111/j.1467-9469.2012.00791.x

  7. Smooth Plug-in Inverse Estimators in the Current Status Continuous Mark Model

    Scandinavian Journal of Statistics

    Volume 39, Issue 1, March 2012, Pages: 15–33, PIET GROENEBOOM, GEURT JONGBLOED and BIRGIT I. WITTE

    Version of Record online : 21 NOV 2011, DOI: 10.1111/j.1467-9469.2011.00755.x

  8. Markov Chain Monte Carlo for Exact Inference for Diffusions

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 294–321, GIORGOS SERMAIDIS, OMIROS PAPASPILIOPOULOS, GARETH O. ROBERTS, ALEXANDROS BESKOS and PAUL FEARNHEAD

    Version of Record online : 12 OCT 2012, DOI: 10.1111/j.1467-9469.2012.00812.x

  9. Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines

    Scandinavian Journal of Statistics

    Volume 34, Issue 3, September 2007, Pages: 451–477, JIANHUA Z. HUANG, LIANGYUE ZHANG and LAN ZHOU

    Version of Record online : 22 FEB 2007, DOI: 10.1111/j.1467-9469.2006.00550.x

  10. Uniform in Bandwidth Estimation of Integral Functionals of the Density Function

    Scandinavian Journal of Statistics

    Volume 35, Issue 4, December 2008, Pages: 739–761, EVARIST GINÉ and DAVID M. MASON

    Version of Record online : 4 JUN 2008, DOI: 10.1111/j.1467-9469.2008.00600.x

  11. Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

    Scandinavian Journal of Statistics

    Volume 36, Issue 2, June 2009, Pages: 270–296, CECILIA MANCINI

    Version of Record online : 13 FEB 2009, DOI: 10.1111/j.1467-9469.2008.00622.x

  12. Linear-representation Based Estimation of Stochastic Volatility Models

    Scandinavian Journal of Statistics

    Volume 33, Issue 4, December 2006, Pages: 785–806, CHRISTIAN FRANCQ and JEAN-MICHEL ZAKOÏAN

    Version of Record online : 30 JAN 2006, DOI: 10.1111/j.1467-9469.2006.00495.x

  13. Optimal Composite Markers for Time-Dependent Receiver Operating Characteristic Curves with Censored Survival Data

    Scandinavian Journal of Statistics

    Volume 37, Issue 4, December 2010, Pages: 664–679, HUNG HUNG and CHIN-TSANG CHIANG

    Version of Record online : 10 NOV 2010, DOI: 10.1111/j.1467-9469.2009.00683.x

  14. A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 444–460, LORENZO TRIPPA and STEFANO FAVARO

    Version of Record online : 28 SEP 2011, DOI: 10.1111/j.1467-9469.2011.00749.x

  15. On Projection-type Estimators of Multivariate Isotonic Functions

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 363–386, ABDELAATI DAOUIA and BYEONG U. PARK

    Version of Record online : 29 NOV 2012, DOI: 10.1111/j.1467-9469.2012.00815.x

  16. Semiparametric Regression with Kernel Error Model

    Scandinavian Journal of Statistics

    Volume 34, Issue 4, December 2007, Pages: 841–869, AO YUAN and JAN G. DE GOOIJER

    Version of Record online : 19 MAR 2007, DOI: 10.1111/j.1467-9469.2006.00531.x

  17. Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models

    Scandinavian Journal of Statistics

    Volume 38, Issue 4, December 2011, Pages: 748–765, JOSÉ E. FIGUEROA-LÓPEZ

    Version of Record online : 24 MAR 2011, DOI: 10.1111/j.1467-9469.2010.00728.x

  18. Goodness-of-Fit Test for Monotone Functions

    Scandinavian Journal of Statistics

    Volume 37, Issue 3, September 2010, Pages: 422–441, CÉCILE DUROT and LAURENCE REBOUL

    Version of Record online : 23 APR 2010, DOI: 10.1111/j.1467-9469.2010.00688.x

  19. On Rates of Convergence for Bayesian Density Estimation

    Scandinavian Journal of Statistics

    Volume 34, Issue 3, September 2007, Pages: 626–642, CATIA SCRICCIOLO

    Version of Record online : 20 DEC 2006, DOI: 10.1111/j.1467-9469.2006.00540.x

  20. Estimating the Conditional Error Distribution in Non-parametric Regression

    Scandinavian Journal of Statistics

    Volume 39, Issue 2, June 2012, Pages: 259–281, SEBASTIAN KIWITT and NATALIE NEUMEYER

    Version of Record online : 2 FEB 2012, DOI: 10.1111/j.1467-9469.2011.00763.x