Journal: Comput. Stat.

Volume 30, Issue 3

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