A specification test for nonlinear nonstationary models (Q447823): Difference between revisions

@@ Property / author @@
-Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
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@@ Property / author @@
+Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 62G07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6073773
@@ Property / zbMATH DE Number: 6073773 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+intersection local time
@@ Property / zbMATH Keywords: intersection local time / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+kernel regression
@@ Property / zbMATH Keywords: kernel regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear nonparametric model
@@ Property / zbMATH Keywords: nonlinear nonparametric model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstationary time series
@@ Property / zbMATH Keywords: nonstationary time series / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+specification tests
@@ Property / zbMATH Keywords: specification tests / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak convergence
@@ Property / zbMATH Keywords: weak convergence / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0825
@@ Property / arXiv ID: 1206.0825 / rank @@
+Normal rank
@@ Property / cites work @@
+Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
+Normal rank
@@ Property / cites work @@
+Self-intersections of 1-dimensional random walks
@@ Property / cites work: Self-intersections of 1-dimensional random walks / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
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+A simple approach to the parametric estimation of potentially nonstationary diffusions
+Normal rank
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+CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
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@@ Property / cites work @@
+Q4318855
@@ Property / cites work: Q4318855 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
+Normal rank
@@ Property / cites work @@
+Asymptotic inference for nearly nonstationary AR(1) processes
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+Testing linearity in cointegrating smooth transition regressions
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@@ Property / cites work @@
+TESTS FOR NONLINEAR COINTEGRATION
@@ Property / cites work: TESTS FOR NONLINEAR COINTEGRATION / rank @@
+Normal rank
@@ Property / cites work @@
+Q3326516
@@ Property / cites work: Q3326516 / rank @@
+Normal rank
@@ Property / cites work @@
+FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF  INTEGRATED TIME SERIES
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
+Normal rank
@@ Property / cites work @@
+Specification testing in nonlinear and nonstationary time series autoregression
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
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+Nonparametric estimation in a nonlinear cointegration type model
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+Nonparametric estimation in null recurrent time series.
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+Dynamic misspecification in nonparametric cointegrating regression
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+A simple consistent bootstrap test for a parametric regression function
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+Nonlinearity, nonstationarity, and spurious forecasts
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@@ Property / cites work @@
+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
+Normal rank
@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
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@@ Property / cites work @@
+Regression Theory for Near-Integrated Time Series
@@ Property / cites work: Regression Theory for Near-Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
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@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorem for the Edwards model
@@ Property / cites work: Central limit theorem for the Edwards model / rank @@
+Normal rank
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+Weak interaction limits for one-dimensional random polymers
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@@ Property / cites work @@
+A survey of one-dimensional random polymers.
@@ Property / cites work: A survey of one-dimensional random polymers. / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
+Normal rank
@@ Property / cites work @@
+Structural Nonparametric Cointegrating Regression
@@ Property / cites work: Structural Nonparametric Cointegrating Regression / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
+Normal rank
@@ Property / cites work @@
+A specification test for nonlinear nonstationary models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:447823