421 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University College LondonGB63 papers
- Systemic Risk CentreGB48 papers
- University of OxfordGB20 papers
- University of WarwickGB18 papers
- King's College LondonGB16 papers
- London Mathematical LaboratoryGB12 papers
- University of Illinois Urbana-ChampaignUS12 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- Queen Mary University of LondonGB11 papers
- The Open UniversityGB11 papers
- City, University of LondonGB10 papers
- ETH ZurichCH10 papers
4 papers · 2 filters
Local linear spatial regression
Marc Hallin, Zudi Lu, Lanh T. Tran
A local linear kernel estimator of the regression function x\mapsto g(x):=E[Y_i|X_i=x], x\in R^d, of a stationary (d+1)-dimensional spatial process {(Y_i,X_i),i\in Z^N} observed ov…
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Javier Hidalgo
We consider the estimation of the location of the pole and memory parameter, λ^0 and α, respectively, of covariance stationary linear processes whose spectral density function f(λ)…
Efficiency improvements in inference on stationary and nonstationary fractional time series
P. M. Robinson
We consider a time series model involving a fractional stochastic component, whose integration order can lie in the stationary/invertible or nonstationary regions and be unknown, a…
Approximating conditional distribution functions using dimension reduction
Peter Hall, Qiwei Yao
Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random…