S. Heiler

发表

Some recent developments in the analysis of component models for economic time series

S. Heiler, 1977 .

RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

S. Heiler, H. Allende, 1992 .

Memory, Non-stationarity and Trend: Analysis of Environmental Time Series

D. Percival, J. Beran, S. Heiler, 2007 .

Asymptotic Statistical Theory for L ong Memory Volatility Models

J. Beran, S. Heiler, 2009 .

Asymptotic normality of r-estimates in the linear model

Siegfried Heiler, S. Heiler, Reinhart Willers, 1988 .

Robust Estimates in Linear Regression - A Simulation Approach

Siegfried Heiler, S. Heiler, 1981 .

Prediction of Economic Processes with Linear Regression Part

S. Heiler, 1980 .

A Survey on Nonparametric Time Series Analysis

Siegfried Heiler, S. Heiler, 1999 .

Locally weighted autoregression

Yuanhua Feng, Siegfried Heiler, S. Heiler, 1998 .

A simple root n bandwidth selector for nonparametric regression

Yuanhua Feng, Siegfried Heiler, S. Heiler, 1998 .

Nonparametric Time Series Analysis: Nonparametric Regression, Locally Weighted Regression, Autoregression, and Quantile Regression

S. Heiler, 2011 .

Nonparametric Quantile Regression With Applications to Financial Time Series

S. Heiler, Klaus Abberger, 2002 .

Data-driven decomposition of seasonal time series

Yuanhua Feng, Siegfried Heiler, S. Heiler, 2000 .

Modifying the double smoothing bandwidth selector in nonparametric regression

J. Beran, S. Heiler, Yuanhua Feng, 2009 .

A bootstrap bandwidth selector for local polynomial fitting

Yuanhua Feng, Siegfried Heiler, S. Heiler, 1997 .