Nonparametric vector autoregression (Q1299541): Difference between revisions

@@ Property / author @@
-Wolfgang Karl Härdle
@@ Property / author: Wolfgang Karl Härdle / rank @@
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@@ Property / author @@
-Alexandre B. Tsybakov
@@ Property / author: Alexandre B. Tsybakov / rank @@
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-Q419263
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@@ Property / author @@
+Wolfgang Karl Härdle
@@ Property / author: Wolfgang Karl Härdle / rank @@
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@@ Property / author @@
+Alexandre B. Tsybakov
@@ Property / author: Alexandre B. Tsybakov / rank @@
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@@ Property / author @@
+Li-Jian Yang
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@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
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+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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+Functional-Coefficient Autoregressive Models
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+Mixing Conditions for Markov Chains
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+Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Qualitative threshold ARCH models
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+SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
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+Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(97)00143-2
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+W2040217207
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