Details about Ke-Li Xu

Access statistics for papers by Ke-Li Xu.

Last updated 2008-04-17. Update your information in the RePEc Author Service.

Short-id: pxu37

Working Papers

2007

1. Tilted Nonparametric Estimation of Volatility Functions
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

2006

2. Adaptive Estimation of Autoregressive Models with Time-Varying Variances
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2006)

1997

3. Nonlinear wavelet smoothing of error distribution in a semi-parametric model
   Discussion Paper Serie A, University of Bonn, Germany

Journal Articles

2006

1. Inference in Autoregression under Heteroskedasticity
   Journal of Time Series Analysis, 2006, 27, (2), 289-308 View citations