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Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G..
In: SFB 373 Discussion Papers.
RePEc:zbw:sfb373:19981.

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Cited: 47

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  1. Is the phone mightier than the virus? Cellphone access and epidemic containment efforts. (2024). Gonzalez, Robert ; Maffioli, Elisa M.
    In: Journal of Development Economics.
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  2. Adaptive order flow forecasting with multiplicative error models. (2022). Khowaja, Kainat ; Lu, Meng-Jou ; Ting, Christopher Hian-Ann ; Mihoci, Andrija.
    In: Digital Finance.
    RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00047-1.

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  3. On functional processes with multiple discontinuities. (2022). Hsing, Tailen ; Li, Yaguang.
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:84:y:2022:i:3:p:933-972.

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  4. Jump-preserving varying-coefficient models for nonlinear time series. (2021). Koo, Chao Hui ; Iek, Pavel.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96.

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  5. Change-Point Analysis of Time Series with Evolutionary Spectra. (2021). Perron, Pierre ; Casini, Alessandro.
    In: Papers.
    RePEc:arx:papers:2106.02031.

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  6. Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition. (2020). Khowaja, Kainat ; Hardle, Wolfgang Karl ; Sizov, Sergej ; Saef, Danial.
    In: IRTG 1792 Discussion Papers.
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  7. Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno.
    In: IRTG 1792 Discussion Papers.
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  8. Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno.
    In: Papers.
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  9. lCARE -- localizing Conditional AutoRegressive Expectiles. (2020). Hardle, Wolfgang Karl ; Mihoci, Andrija ; Xu, Xiu.
    In: Papers.
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  10. Localizing Multivariate CAViaR. (2019). Xu, Xiu ; Hardle, Wolfgang Karl ; Klochkov, Yegor.
    In: IRTG 1792 Discussion Papers.
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  11. Essays on functional coefficient models. (2018). Koo, Chao .
    In: Other publications TiSEM.
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  12. lCARE - localizing conditional autoregressive expectiles. (2018). Xu, Xiu ; Hardle, Wolfgang Karl ; Mihoci, Andrija .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:198-220.

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  13. Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series. (2017). Koo, Chao ; Cizek, Pavel .
    In: Other publications TiSEM.
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  14. Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series. (2017). Cizek, Pavel ; Koo, Chao .
    In: Discussion Paper.
    RePEc:tiu:tiucen:c849e96f-3ad1-461e-96c6-f095affc1053.

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  15. M-Estimation of a Nonparametric Threshold Regression Model. (2017). Su, Liangjun ; Parmeter, Christopher ; Henderson, Daniel.
    In: Working Papers.
    RePEc:mia:wpaper:2017-15.

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  16. An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
    In: Economic Modelling.
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  17. Managing risk with a realized copula parameter. (2016). Fengler, Matthias ; Okhrin, Ostap.
    In: Computational Statistics & Data Analysis.
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  18. lCARE – localizing Conditional AutoRegressive Expectiles. (2015). Mihoci, Andrija ; Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang Karl.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-052.

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  19. Nonparametric change-point analysis of volatility. (2015). Bibinger, Markus ; Jirak, Moritz ; Vetter, Mathias .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-008.

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  20. Regression discontinuity designs with unknown discontinuity points: Testing and estimation. (2015). Porter, Jack ; Yu, Ping .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:1:p:132-147.

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  21. Localising Forward Intensities for Multiperiod Corporate Default. (2014). Prastyo, Dedy ; Härdle, Wolfgang ; Hardle, Wolfgang Karl.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-040.

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  22. Adaptive Order Flow Forecasting with Multiplicative Error Models. (2014). Mihoci, Andrija ; Härdle, Wolfgang ; Ting, Christopher Hian-Ann ; Hrdle, Wolfgang Karl .
    In: SFB 649 Discussion Papers.
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  23. Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2012:14.

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  24. Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process. (2012). Guigues, Vincent .
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  25. Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias.
    In: SFB 649 Discussion Papers.
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  26. Local Adaptive Multiplicative Error Models for High-Frequency Forecasts. (2012). Mihoci, Andrija ; Härdle, Wolfgang ; Hautsch, Nikolaus ; Hardle, Wolfgang Karl.
    In: SFB 649 Discussion Papers.
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  27. Modelling Conditional Heteroscedasticity in Nonstationary Series. (2010). Cizek, P.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:a5a7b05f-5f1f-46ed-8ce8-5ad577d40761.

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  28. Modelling Conditional Heteroscedasticity in Nonstationary Series. (2010). Cizek, Pavel.
    In: Discussion Paper.
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  29. A semiparametric model for the systematic factors of portfolio credit risk premia. (2009). Giammarino, Flavia ; Barrieu, Pauline .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:655-670.

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  30. Adaptive pointwise estimation in time-inhomogeneous time-series models. (2008). Härdle, Wolfgang ; Cizek, Pavel ; Schafer, Dorothea ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang ; Spokoiny, Vladimir.
    In: SFB 649 Discussion Papers.
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  31. Nonparametric simultaneous testing for structural breaks. (2008). Van Bellegem, Sebastien ; GAO, Jiti ; Gijbels, Irene.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:143:y:2008:i:1:p:123-142.

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  32. Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models. (2007). Spokoiny, V ; Haerdle, W ; Cizek, P.
    In: Other publications TiSEM.
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  33. Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models. (2007). Härdle, Wolfgang ; Cizek, Pavel ; SPOKOINY, V..
    In: Discussion Paper.
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  34. Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise. (2007). Qiu, Peihua ; Gijbels, Irene ; Lambert, Alexandre.
    In: Annals of the Institute of Statistical Mathematics.
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  35. Spatial aggregation of local likelihood estimates with applications to classification. (2006). Belomestny, Denis ; Spokoiny, Vladimir.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-036.

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  36. Jump-preserving monitoring of dependent time series using pilot estimators. (2003). Steland, Ansgar.
    In: Technical Reports.
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  37. Jump-preserving monitoring of dependent time series using pilot estimators. (2003). Ansgar, Steland .
    In: Statistics & Risk Modeling.
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  38. Design Adaptive Nearest Neighbor Regression Estimation. (2000). Guerre, Emmanuel.
    In: Journal of Multivariate Analysis.
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References

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G..
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:19981.

    Full description at Econpapers || Download paper

  2. How to improve accuracy of estimation. (1997). Lepski, Oleg V..
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:199721.

    Full description at Econpapers || Download paper

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