TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of semiparametric locally stationary diffusion models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for generalized quadratic forms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for time-varying ARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity 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: Localized Realized Volatility Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Basic properties of strong mixing conditions. A survey and some open questions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric statistics for stochastic processes. Estimation and prediction. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing temporal constancy of the spectral structure of a time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and Forecasting Realized Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change-points in nonparametric regression analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for time-inhomogeneous volatility models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring volatility with the realized range / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bandwidth selection for smooth backfitting in additive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple consistent bootstrap test for a parametric regression function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent model specification tests for time series econometric models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The jackknife and the bootstrap for general stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap tests for simple structures in nonparametric time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparing nonparametric versus parametric regression fits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference of time-varying regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel-type estimators of jump points and values of a regression function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3125064 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression for locally stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Measure of Stationarity in Locally Stationary Processes With Applications to Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing structural change in time-series nonparametric regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric inference on structural breaks / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiscale local change point detection with applications to value-at-risk / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1017/s0266466614000565 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2056937284 / rank
 
Normal rank

Latest revision as of 09:46, 30 July 2024

scientific article
Language Label Description Also known as
English
TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS
scientific article

    Statements

    TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (English)
    0 references
    0 references
    3 November 2015
    0 references
    0 references

    Identifiers

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