Pages that link to "Item:Q1271097"

The following pages link to Nonparametric statistics for stochastic processes. Estimation and prediction. (Q1271097):

Displaying 50 items.

• Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
• Mixed-spectra analysis for stationary random fields (Q257500) (← links)
• Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
• A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
• A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
• An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
• Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
• Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
• An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
• Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
• Nonparametric transformation to white noise (Q290951) (← links)
• Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
• Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
• Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
• Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
• Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
• Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
• Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
• Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
• Estimation of a measure of local correlation for independent samples and time series data (Q361230) (← links)
• Strong consistency of the internal estimator of nonparametric regression with dependent data (Q383866) (← links)
• Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data (Q385103) (← links)
• Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
• Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
• Oracally efficient estimation for single-index link function with simultaneous confidence band (Q491416) (← links)
• Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• The Bahadur representation for sample quantiles under strongly mixing sequence (Q607174) (← links)
• Semi- and nonparametric ARCH processes (Q609736) (← links)
• The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
• Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator (Q625298) (← links)
• Frequency polygons for continuous random fields (Q625317) (← links)
• Quantile inference for heteroscedastic regression models (Q630938) (← links)
• Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
• Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
• Lack-of-fit testing of a regression model with response missing at random (Q643387) (← links)
• Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
• Separation theorem for independent subspace analysis and its consequences (Q663406) (← links)
• Spline-backfitted kernel smoothing of partially linear additive model (Q710767) (← links)
• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data (Q710795) (← links)
• A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
• Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
• Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
• Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
• Functional regression of continuous state distributions (Q738165) (← links)