Inference of time-varying regression models (Q693729): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: fda (R) / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1208.3552 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order Estimation and Discrimination Between Stationary and Time-Varying (TVAR) Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized estimation of large covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082864 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trending time-varying coefficient time series models with serially correlated errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Estimation and Inferences for Varying-Coefficient Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Equality Between Sets of Coefficients in Two Linear Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Kullback-Leibler information divergence of locally stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting time series models to nonstationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear wavelet estimation of time-varying autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a change in the parameter values and order of an autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some comments on specification tests in nonparametric absolutely regular processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Profile likelihood inferences on semiparametric varying-coefficient partially linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Varying-Coefficient Linear Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized likelihood ratio statistics and Wilks phenomenon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical estimation in varying coefficient models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some higher-order theory for a consistent non-parametric model specification test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bandwidth Selection in Nonparametric Kernel Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation and testing of the trend of temperature series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of time-varying AR \(S\alpha S\) processes using Gibbs sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification Tests in Econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5701063 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of some test statistics for coefficient constancy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the constancy of regression parameters against continuous structural change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric and Nonparametric Regression Analysis of Longitudinal Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2844450 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: On recursive estimation for time varying autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for the Constancy of Parameters Over Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of time varying parameters under shape restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new test for structural stability in the linear regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional data analysis. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631967 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric test for checking lack of fit of the quantite regression model under random censoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing Spline Models with Correlated Random Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3643299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation for semivarying-coefficient models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters / rank
 
Normal rank
Property / cites work
 
Property / cites work: A power comparison between nonparametric regression tests. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing parametric assumptions of trends of a nonstationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local polynomial fitting in semivarying coefficient model / rank
 
Normal rank

Revision as of 00:08, 6 July 2024

scientific article
Language Label Description Also known as
English
Inference of time-varying regression models
scientific article

    Statements

    Inference of time-varying regression models (English)
    0 references
    0 references
    0 references
    10 December 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    information criterion
    0 references
    locally stationary processes
    0 references
    nonparametric hypothesis testing
    0 references
    time-varying coefficient models
    0 references
    variable selection
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references