Items where Author is "Sapatinas, Theofanis"

Article

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Sapatinas, Theofanis and Subba Rao, Suhasini (2008) Normalized least-squares estimation in time-varying ARCH models. Annals of Statistics, 36 (2). pp. 742-786. ISSN 0090-5364

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Sapatinas, Theofanis and Subba Rao, Suhasini (2006) A Haar-Fisz technique for locally stationary volatility estimation. Biometrika, 93 (3). pp. 687-704. ISSN 0006-3444