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Publications by Bonsoo Koo

Indirect Inference for Locally Stationary Models

SSRN Electronic Journal

English

Estimation of a Nonparametric Model for Bond Prices From Cross-Section and Time Series Information

SSRN Electronic Journal

English

Let's Get LADE: Robust Estimation of Semiparametric Multiplicative Volatility Models

English

Related publications

Testing DSGE Models by Indirect Inference: A Survey of Recent Findings

Open Economies Review

English

Estimation of the Bispectrum for Locally Stationary Processes

Statistics and Probability Letters

English

Causal Inference From Indirect Experiments

Artificial Intelligence in Medicine

Artificial Intelligence

English

Reduced Models for Statistically Stationary and Non-Stationary Flows

English

Competitive Principal Component Analysis for Locally Stationary Time Series

IEEE Transactions on Signal Processing

Electronic Engineering

Signal Processing

English

Semiparametric Estimation by Model Selection for Locally Stationary Processes

Journal of the Royal Statistical Society. Series B: Statistical Methodology

English

Simultaneous Quantile Inference for Non-Stationary Long-Memory Time Series

English

Network Inference From Non-Stationary Spike Trains

BMC Neuroscience

Molecular Neuroscience

English

Semiparametric Bayesian Inference for Regression Models

Canadian Journal of Statistics

English