Spatial aggregation of local likelihood estimates with applications to classification
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- Spokoiny, Vladimir G., 1998. "Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice," SFB 373 Discussion Papers 1998,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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- Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2006. "GHICA: Risk analysis with GH distributions and independent components," SFB 649 Discussion Papers 2006-078, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2010.
"Localized Realized Volatility Modeling,"
Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1376-1393.
- Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2009. "Localized realized volatility modelling," SFB 649 Discussion Papers 2009-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Denis Belomestny & Grigori Milstein & Vladimir Spokoiny, 2009.
"Regression methods in pricing American and Bermudan options using consumption processes,"
Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 315-327.
- Belomestny, Denis & Milstein, Grigori N. & Spokoiny, Vladimir, 2006. "Regression methods in pricing American and Bermudan options using consumption processes," SFB 649 Discussion Papers 2006-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ying Chen & Bo Li, 2017. "An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 371-388, July.
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- Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- repec:hum:wpaper:sfb649dp2006-078 is not listed on IDEAS
- repec:hum:wpaper:sfb649dp2014-040 is not listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-GEO-2006-05-13 (Economic Geography)
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