Consistent estimation of a general nonparametric regression function in time series (Q2628866): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Oliver B. Linton / rank
Normal rank
 
Property / author
 
Property / author: Oliver B. Linton / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2009.02.006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2010870921 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal schemes for prediction, gambling and portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Definitions of Bounded Variation for Functions of Two Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the almost everywhere convergence of nonparametric regression function estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limits to consistent on-line forecasting for ergodic time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: A distribution-free theory of nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: KERNEL REGRESSION SMOOTHING OF TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation in null recurrent time series. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A kernel method of estimating structured nonparametric regression based on marginal integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: The existence and asymptotic properties of a backfitting projection algorithm under weak conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Polynomial Estimation of Regression Functions for Mixing Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression estimation for dependent functional data: asymptotic normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal Capital Asset Pricing Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric inference for ergodic, stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weakly convergent nonparametric forecasting of stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Guessing the next output of a stationary process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory of weakly dependent stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609824 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Curve Estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation in Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of laws on \(\mathbb R^{K}\) with common marginals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nearest neighbor conditional estimation for Harris recurrent Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Testing the Validity of Sequential Probability Forecasts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Additive regression and other nonparametric models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank

Latest revision as of 07:12, 12 July 2024

scientific article
Language Label Description Also known as
English
Consistent estimation of a general nonparametric regression function in time series
scientific article

    Statements

    Consistent estimation of a general nonparametric regression function in time series (English)
    0 references
    0 references
    0 references
    18 July 2016
    0 references
    kernel
    0 references
    regression
    0 references
    time series
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references