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The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 47, No. 4 (December/décembre 2019), pp. 668-687 (20 pages) In this article, a semiparametric time-varying nonlinear vector ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 2 (MARCH 2018), pp. 409-432 (24 pages) The paper presents a novel non-linear framework for the construction ...
This course is available on the MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in Health Data Science, MSc in Marketing, MSc in Mathematics and ...
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