| Publication | Date of Publication | Type |
|---|
A data-driven P-spline smoother and the P-Spline-GARCH models
Journal of Nonparametric Statistics | 2026-06-08 | Paper |
Forecasting economic growth by combining local linear and standard approaches
Journal of Applied Statistics | 2025-07-14 | Paper |
An extended exponential SEMIFAR model with application in R
Communications in Statistics. Theory and Methods | 2024-11-20 | Paper |
| deseats | 2023-11-08 | Software |
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin method
Journal of Applied Statistics | 2020-10-26 | Paper |
Data-driven local polynomial for the trend and its derivatives in economic time series
Journal of Nonparametric Statistics | 2020-06-24 | Paper |
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth?
Economics Letters | 2019-07-10 | Paper |
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
Statistical Papers | 2015-04-16 | Paper |
Data-driven estimation of diurnal patterns of durations between trades on financial markets
Statistics & Probability Letters | 2014-07-15 | Paper |
Optimal convergence rates in non-parametric regression with fractional time series errors
Journal of Time Series Analysis | 2013-10-09 | Paper |
| Long-memory processes. Probabilistic properties and statistical methods | 2013-02-13 | Paper |
Modifying the double smoothing bandwidth selector in nonparametric regression
Statistical Methodology | 2011-05-20 | Paper |
Filtered log-periodogram regression of long memory processes
Journal of Statistical Theory and Practice | 2011-04-18 | Paper |
A simple bootstrap bandwidth selector for local polynomial fitting
Journal of Statistical Computation and Simulation | 2009-12-22 | Paper |
Weighted averages and local polynomial estimation for fractional linear ARCH processes
Journal of Statistical Theory and Practice | 2009-02-24 | Paper |
On the asymptotic variance in nonparametric regression with fractional time-series errors
Journal of Nonparametric Statistics | 2008-01-09 | Paper |
Modelling financial time series with SEMIFAR GARCH model
IMA Journal of Management Mathematics | 2007-12-18 | Paper |
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
Econometric Theory | 2005-03-07 | Paper |
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Annals of the Institute of Statistical Mathematics | 2003-04-27 | Paper |
SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
Computational Statistics and Data Analysis | 2002-08-13 | Paper |
Local polynomial estimation with a FARIMA-GARCH error process
Bernoulli | 2002-05-23 | Paper |
Data-driven decomposition of seasonal time series
Journal of Statistical Planning and Inference | 2001-07-31 | Paper |
| scientific article; zbMATH DE number 1449646 (Why is no real title available?) | 2000-05-21 | Paper |
A simple root n bandwidth selector for nonparametric regression
Journal of Nonparametric Statistics | 1998-09-10 | Paper |
