Ziegelmann, Flavio

Number of items: 2.
Article
  • Ziegelmann, Flavio (2010). Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class. Journal of Statistical Computation and Simulation, 81(6), 707-728. https://doi.org/10.1080/00949650903468193
  • Bathia, Neil, Yao, Qiwei, Ziegelmann, Flavio (2010). Identifying the finite dimensionality of curve time series. Annals of Statistics, 38(6), 3352-3386. https://doi.org/10.1214/10-AOS819