The following pages link to Melanie Schienle (Q447857):
Displaying 11 items.
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- Nonparametric kernel density estimation near the boundary (Q1623386) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Predictions are difficult, especially about the future: short-term forecasts in the pandemic (Q2164387) (← links)
- SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
- (Q3112462) (← links)
- Financial Network Systemic Risk Contributions (Q4554731) (← links)
- Generated Covariates in Nonparametric Estimation: A Short Review (Q4644976) (← links)
- Large Spillover Networks of Nonstationary Systems (Q6626214) (← links)
- Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)
- Detecting Structural Differences in Tail Dependence of Financial Time Series (Q6626314) (← links)
