Pages that link to "Item:Q1866762"

The following pages link to Nonlinear time series. Nonparametric and parametric methods (Q1866762):

Displaying 50 items.

• Principal component analysis for second-order stationary vector time series (Q82525) (← links)
• The local partial autocorrelation function and some applications (Q87410) (← links)
• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
• Rough path recursions and diffusion approximations (Q259589) (← links)
• Smoothed quantile regression for panel data (Q284303) (← links)
• Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
• Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
• Nonparametric transformation to white noise (Q290951) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Interval forecasts and parameter uncertainty (Q291858) (← links)
• Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
• An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
• Convolutional autoregressive models for functional time series (Q308370) (← links)
• Robust inference of risks of large portfolios (Q308377) (← links)
• Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
• Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397) (← links)
• Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• On multi-step MLE-process for Markov sequences (Q310050) (← links)
• Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
• Statistical inference for nonparametric GARCH models (Q311986) (← links)
• Accelerated failure time model with quantile information (Q314576) (← links)
• Signal processing techniques for vibration-based health monitoring of smart structures (Q338763) (← links)
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
• A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
• Nonparametric regression with the scale depending on auxiliary variable (Q366996) (← links)
• Penalized profiled semiparametric estimating functions (Q377668) (← links)
• Strong consistency of the internal estimator of nonparametric regression with dependent data (Q383866) (← links)
• Nonparametric LAD cointegrating regression (Q391595) (← links)
• Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
• Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
• On parameter estimation of threshold autoregressive models (Q411543) (← links)
• Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
• Polynomial spline confidence bands for time series trend (Q419264) (← links)
• Modelling time trend via spline confidence band (Q421413) (← links)
• On identification of the threshold diffusion processes (Q421414) (← links)
• Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
• Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
• Graphical modelling of multivariate time series (Q438963) (← links)
• Markov chain approach to identifying Wiener systems (Q439801) (← links)
• Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics (Q444283) (← links)
• Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
• Efficient likelihood estimation in state space models (Q449965) (← links)
• Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning (Q463396) (← links)
• Nonparametric approach to identifying NARX systems (Q469615) (← links)
• A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
• Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
• Consistency of kernel density estimators for causal processes (Q476939) (← links)