Michael H. Neumann

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5783-831X

School of Economics and Finance, Queen Mary, University of London, 327 Mile End Rd, London E1 4NS, UK

Publications

• Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options — Journal of Financial and Quantitative Analysis 2013
• Simultaneous confidence bands in spectral density estimation — Biometrika 2008
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression — The Annals of Statistics 2006
• Regression-type inference in nonparametric autoregression — The Annals of Statistics 1998
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations — The Annals of Statistics 1998
• Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra — The Annals of Statistics 1997
• Curve estimation when the design density is low — The Annals of Statistics 1997
• Automatic bandwidth choice and confidence intervals in nonparametric regression — The Annals of Statistics 1995