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Weak consistent moving block bootstrap estimator of sampling distribution of CLS estimators in a class of bilinear models 

Giordano, Francesco (2005)
Grahn, (1995) introduced the Conditional Least Squares estimators for the class (I) of bilinear models. Such estimators have a variance which is difficulty to derive analytically. The aim of the present paper is to consider ...
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Weak consistent moving block bootstrap estimator for the variance of CLS estimators in a class of bilinear models 

Giordano, Francesco (2008)
Grahn (1995) introduced the Conditional Least Squares estimators for the class (I) of bilinear models. These estimators have a variance which is difficulty to derive analytically. In this paper we derive the conditions for ...
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A locally adaptive bandwidth selector for kernel based regression 

Giordano, Francesco; Parrella, Maria Lucia (2009)
The selection of the smoothing parameter represents a crucial step in the local polynomial regression, because of the implications on the consistency of the nonparametric regression estimator and because of the difficulties ...
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Parameter estimation in continuous stochastic volatility models 

Albano, Giuseppina; Giordano, Francesco; Perna, Cira (2009)
Continuous-time di usion processes are often used in literature to model dynamics of nancial markets. In such kinds of models a rel- evant role is played by the variance of the process. So assumptions on the functional ...
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Giordano, Francesco (4)
Albano, Giuseppina (1)Parrella, Maria Lucia (1)Perna, Cira (1)SoggettoBilinear model (1)CLS estimator (1)Dependent data (1)Derivative estimation (1)Diffusion processes (1)Discrete-time ob- servations (1)Local polynomials (1)Moving Block Bootstrap (1)Neural networks (1)Nonparametric regression (1)... View MoreDate Issued2009 (2)2005 (1)2008 (1)Has File(s)
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