641 | -- | 646 | Ostap Okhrin, Stefan Trück. Editorial to the special issue on Applicable semiparametrics of computational statistics |
647 | -- | 671 | Germán Aneiros, Philippe Vieu. Partial linear modelling with multi-functional covariates |
673 | -- | 692 | Aldo Goia, Philippe Vieu. A partitioned Single Functional Index Model |
693 | -- | 718 | Stefan Sperlich, Raoul Theler. Modeling heterogeneity: a praise for varying-coefficient models in causal analysis |
719 | -- | 744 | Xialu Liu, Zongwu Cai, Rong Chen. Functional coefficient seasonal time series models with an application of Hawaii tourism data |
745 | -- | 766 | Xiaofeng Cao, Ostap Okhrin, Martin Odening, Matthias Ritter. Modelling spatio-temporal variability of temperature |
767 | -- | 790 | Jens Kolbe, Rainer Schulz, Martin Wersing, Axel Werwatz. Identifying Berlin's land value map using adaptive weights smoothing |
791 | -- | 803 | Jakub Nowotarski, Rafal Weron. Computing electricity spot price prediction intervals using quantile regression and forecast averaging |
805 | -- | 819 | Katarzyna Maciejowska, Rafal Weron. Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships |
821 | -- | 843 | Shiyi Chen, Kiho Jeong, Wolfgang K. Härdle. Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns |
845 | -- | 863 | Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle. Common factors in credit defaults swap markets |
865 | -- | 884 | Isabel Proença, Horácio C. Faustino. Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach |
885 | -- | 906 | Juan M. Rodríguez-Póo, Alexandra Soberón. Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study |