{"publication":"Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. ","citation":{"ama":"Abberger K, Feng Y, Heiler S. Nonparametric Smoothing and Quantile Estimation in Time Series. In: Bol G, Nakhaeizadeh   Gholamreza, Vollmer K-H, eds. <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>. Heidelberg: Physica-Verlag HD; 1998:1-16.","bibtex":"@inbook{Abberger_Feng_Heiler_1998, place={Heidelberg}, title={Nonparametric Smoothing and Quantile Estimation in Time Series}, booktitle={Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. }, publisher={Physica-Verlag HD}, author={Abberger, Klaus and Feng, Yuanhua and Heiler, Siegfried}, editor={Bol, Georg and Nakhaeizadeh ,  Gholamreza and Vollmer, Karl-HeinzEditors}, year={1998}, pages={1–16} }","ieee":"K. Abberger, Y. Feng, and S. Heiler, “Nonparametric Smoothing and Quantile Estimation in Time Series,” in <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>, G. Bol,  Gholamreza Nakhaeizadeh , and K.-H. Vollmer, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 1–16.","short":"K. Abberger, Y. Feng, S. Heiler, in: G. Bol,  Gholamreza Nakhaeizadeh , K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , Physica-Verlag HD, Heidelberg, 1998, pp. 1–16.","mla":"Abberger, Klaus, et al. “Nonparametric Smoothing and Quantile Estimation in Time Series.” <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>, edited by Georg Bol et al., Physica-Verlag HD, 1998, pp. 1–16.","apa":"Abberger, K., Feng, Y., &#38; Heiler, S. (1998). Nonparametric Smoothing and Quantile Estimation in Time Series. In G. Bol,  Gholamreza Nakhaeizadeh , &#38; K.-H. Vollmer (Eds.), <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i> (pp. 1–16). Heidelberg: Physica-Verlag HD.","chicago":"Abberger, Klaus, Yuanhua Feng, and Siegfried Heiler. “Nonparametric Smoothing and Quantile Estimation in Time Series.” In <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>, edited by Georg Bol,  Gholamreza Nakhaeizadeh , and Karl-Heinz Vollmer, 1–16. Heidelberg: Physica-Verlag HD, 1998."},"title":"Nonparametric Smoothing and Quantile Estimation in Time Series","_id":"4604","place":"Heidelberg","extern":"1","date_updated":"2022-01-06T07:01:14Z","editor":[{"first_name":"Georg","full_name":"Bol, Georg","last_name":"Bol"},{"first_name":" Gholamreza","last_name":"Nakhaeizadeh ","full_name":"Nakhaeizadeh ,  Gholamreza"},{"last_name":"Vollmer","full_name":"Vollmer, Karl-Heinz","first_name":"Karl-Heinz"}],"user_id":"10075","type":"book_chapter","publisher":"Physica-Verlag HD","language":[{"iso":"eng"}],"publication_status":"published","date_created":"2018-10-10T10:32:51Z","page":"1-16","year":"1998","author":[{"last_name":"Abberger","full_name":"Abberger, Klaus","first_name":"Klaus"},{"full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua","id":"20760"},{"first_name":"Siegfried","full_name":"Heiler, Siegfried","last_name":"Heiler"}],"status":"public","department":[{"_id":"206"}]}