Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675): Difference between revisions

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+A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
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+Q5500928
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+Functional-Coefficient Autoregressive Models
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+Iterated Random Functions
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+A selective overview of nonparametric methods in financial econometrics
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+Efficient estimation of conditional variance functions in stochastic regression
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+Qualitative threshold ARCH models
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+Pseudo Maximum Likelihood Methods: Theory
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+Variance function estimation via model selection
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+General Irreducible Markov Chains and Non-Negative Operators
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+Comment: A selective overview of nonparametric methods in financial econometrics
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+An Effective Bandwidth Selector for Local Least Squares Regression
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+Information criteria for selecting possibly misspecified parametric models
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+Asymptotic theory of statistical inference for time series
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Maximum Likelihood Estimation of Misspecified Models
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+Limit theorems for iterated random functions
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+Likelihood-Based Local Linear Estimation of the Conditional Variance Function
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