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2 Publications
2015 | Journal Article | LibreCat-ID: 4592
Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations. Journal of Statistical Computation and Simulation. 2015;86(12):2291-2307. doi:10.1080/00949655.2015.1107908
LibreCat
| DOI
2009 | Journal Article | LibreCat-ID: 4608
Feng Y, Heiler S. A simple bootstrap bandwidth selector for local polynomial fitting. Journal of Statistical Computation and Simulation. 2009;79(12):1425-1439. doi:10.1080/00949650802352019
LibreCat
| DOI