Nonparametric LAD cointegrating regression (Q391595): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
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+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / zbMATH DE Number @@
+6244322
@@ Property / zbMATH DE Number: 6244322 / rank @@
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@@ Property / zbMATH Keywords @@
+nonlinear cointegration
@@ Property / zbMATH Keywords: nonlinear cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+integrated process
@@ Property / zbMATH Keywords: integrated process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local time
@@ Property / zbMATH Keywords: local time / rank @@
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@@ Property / zbMATH Keywords @@
+least absolute deviation
@@ Property / zbMATH Keywords: least absolute deviation / rank @@
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@@ Property / zbMATH Keywords @@
+local polynomial regression
@@ Property / zbMATH Keywords: local polynomial regression / rank @@
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+bias
@@ Property / zbMATH Keywords: bias / rank @@
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+https://doi.org/10.1016/j.jmva.2013.02.009
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+W2161222827
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+REGRESSION QUANTILES FOR TIME SERIES
@@ Property / cites work: REGRESSION QUANTILES FOR TIME SERIES / rank @@
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@@ Property / cites work @@
+Functional-coefficient models for nonstationary time series data
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@@ Property / cites work @@
+Robust estimation in a nonlinear cointegration model
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@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
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@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
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@@ Property / cites work @@
+Nonlinear Time Series
@@ Property / cites work: Nonlinear Time Series / rank @@
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@@ Property / cites work @@
+Specification testing in nonlinear and nonstationary time series autoregression
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@@ Property / cites work @@
+Prediction and nonparametric estimation for time series with heavy tails
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@@ Property / cites work @@
+Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
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@@ Property / cites work @@
+Nonparametric estimation of conditional medians for linear and related processes
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@@ Property / cites work @@
+Nonparametric estimation in a nonlinear cointegration type model
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@@ Property / cites work @@
+Nonparametric estimation in null recurrent time series.
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@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
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@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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@@ Property / cites work @@
+Q3428623
@@ Property / cites work: Q3428623 / rank @@
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@@ Property / cites work @@
+Q3643293
@@ Property / cites work: Q3643293 / rank @@
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@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
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@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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@@ Property / cites work @@
+Structural Nonparametric Cointegrating Regression
@@ Property / cites work: Structural Nonparametric Cointegrating Regression / rank @@
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@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
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@@ Property / cites work @@
+A specification test for nonlinear nonstationary models
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@@ Property / cites work @@
+Quantile cointegrating regression
@@ Property / cites work: Quantile cointegrating regression / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:391595