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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). pp. 707-728. ISSN 0094-9655
Bathia, Neil, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Ziegelmann, Flavio (2010) Identifying the finite dimensionality of curve time series. Annals of Statistics, 38 (6). pp. 3352-3386. ISSN 0090-5364