Michael Vogt

Selected Publications

Nonparametric regression for locally stationary time series

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function […]

Michael Vogt
1 October 2012 | Journal Article

Previous version

Nonparametric regression for locally stationary time series
Michael Vogt
7 September 2012 | CWP22/12
Nonparametric estimation of a periodic sequence in the presence of a smooth trend

In this paper, we study a nonparametric regression model including a periodic component, a smooth trend […]

Oliver Linton, Michael Vogt
12 September 2012 | CWP23/12

Latest version

Nonparametric estimation of a periodic sequence in the presence of a smooth trend
Oliver Linton, Michael Vogt
31 March 2014 | Journal Article
Nonparametric regression for locally stationary time series

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function […]

Michael Vogt
7 September 2012 | CWP22/12

Latest version

Nonparametric regression for locally stationary time series
Michael Vogt
1 October 2012 | Journal Article