Browsing All of EconStor by Author Spokoiny, Vladimir G.
Showing results 1 to 10 of 10
| Year of Publication | Title | Author(s) |
| 1997 | Component analysis for additive models | Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir G. |
| 1998 | Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice | Spokoiny, Vladimir G. |
| 1998 | On estimating a dynamic function of a stochastic system with averaging | Liptser, R.; Spokoiny, Vladimir G. |
| 1999 | Deviation probability bound for martingales with applications to statistical estimation | Liptser, R.; Spokoiny, Vladimir G. |
| 1999 | An adaptive, rate-optimal test of a parametric model against a nonparametric alternative | Horowitz, Joel L.; Spokoiny, Vladimir G. |
| 1999 | Variance estimation for high-dimensional regression models | Spokoiny, Vladimir G. |
| 1999 | Multiscale testing of qualitative hypotheses | Dümbgen, Lutz; Spokoiny, Vladimir G. |
| 2000 | Adaptive estimation for a time inhomogeneous stochastic-volatility model | Härdle, Wolfgang; Spokoiny, Vladimir G.; Teyssière, Gilles |
| 2001 | Time inhomogeneous multiple volatility modelling | Härdle, Wolfgang; Herwartz, Helmut; Spokoiny, Vladimir G. |
| 2002 | Statistical inference for time-inhomogeneous volatility models | Mercurio, Danilo; Spokoiny, Vladimir G. |