A crossvalidation method for estimating conditional densities

The Pricing of Options and Corporate Liabilities

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Value At Risk: The New Benchmark for Managing Financial Risk

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Non-linear time series. A dynamical system approach

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An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate

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Nonlinear Time Series: Nonparametric and Parametric Methods

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Design-adaptive Nonparametric Regression

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An alternative method of cross-validation for the smoothing of density estimates

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An Effective Bandwidth Selector for Local Least Squares Regression

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Empirical Choice of Histograms and Kernel Density Estimators

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Data-Driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation

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Estimating and Visualizing Conditional Densities

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Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems

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An Analysis of Variable Rate Loan Contracts

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Is the Short Rate Drift Actually Nonlinear?

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Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation

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Bandwidth selection for kernel conditional density estimation

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Consistent Nonparametric Entropy-Based Testing

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Non-linear Time Series: A Selective Review*

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Chaos: A Statistical Perspective

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Conditional Minimum Volume Predictive Regions for Stochastic Processes

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