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Displaying 3 results.
    • Journal article
    Semiparametric estimation by model selection for locally stationary processes
    Dahlhaus, Rainer Van Bellegem, Sébastien[UCL] (2006) Journal of the Royal Statistical Society. Series B, statistical methodology — Vol. 68, no. 5, p. 721-746 (Novembre 2006)
    • WorkingPaper
    Coherence analysis of nonstationary time series: a linear filtering point of view
    Ombao, Hernando Van Bellegem, Sébastien[UCL] (2006)
    • WorkingPaper
    Instrumental regression in partially linear models
    Florens, Jean-Pierre[UCL] Johannes, Jan[UCL] Van Bellegem, Sébastien[UCL] (2006)