Comprehensive theoretical overview of kernel smoothing methods with motivating examples
Kernel smoothing is a flexible nonparametric curve estimation method that is applicable …

The log-GARCH model provides a exible framework for the modelling of economic
uncertainty, financial volatility and other positively valued variables. Its exponential …

This paper considers the modeling and forecasting of long memory and a smooth scale
function in different nonnegative financial time series aggregated from high-frequency data …

In this paper new semiparametric generalized autoregressive conditional heteroscedasticity
(GARCH) models with long memory are introduced. A multiplicative decomposition of the …

In many physical, social, and economic phenomena, we observe changes in a studied
quantity only in discrete, irregularly distributed points in time. The stochastic process usually …

The article at hand provides a detailed description of the esemifar R-package, which is an
extension of the already published smoots R-package, enabling the data-driven local …

Summary The Routledge Advances in Applied Financial Econometrics series provides an
up-to-date series of advanced chapters on applied financial econometric techniques …

This paper proposes a test for assessing the accuracy of an assumed nonlinear regression
model with long memory design and heteroscedastic long memory errors. The test is based …

In this paper, we consider the asymptotic properties of the nearest neighbors estimation for
long memory functional data. Under some regularity assumptions, we investigate the …

Dynamiki stochastyczne i teorie procesów stochastycznych maj a szerokie zastosowanie w
modelowaniu zjawisk zachodz acych w swiecie realnym. Sa wykorzystywane niemal w …