LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501): Difference between revisions

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+MaRDI publication profile
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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Exponential inequalities for self-normalized martingales with applications
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+Inference on co-integration parameters in heteroskedastic vector autoregressions
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+Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
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+Testing for unit roots in time series models with non-stationary volatility
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+HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
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+Testing for co-integration in vector autoregressions with non-stationary volatility
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+UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA
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+Nonlinear regressions with nonstationary time series
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+Nonlinear econometric models with cointegrated and deterministically trending regressors
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+Index models with integrated time series
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+A note on nonlinear models with integrated regressors and convergence order results
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+Additive nonparametric models with time variable and both stationary and nonstationary regressors
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+Estimation for single-index and partially linear single-index integrated models
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+A uniform law for convergence to the local times of linear fractional stable motions
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+UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION
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+Semiparametric estimation in triangular system equations with nonstationarity
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+UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Regression with Nonstationary Volatility
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+Conditional least squares estimation in nonstationary nonlinear stochastic regression models
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+Partial parametric estimation for nonstationary nonlinear regressions
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+Asymptotic properties of nonlinear least squares estimates in stochastic regression models
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+Non‐linear GARCH models for highly persistent volatility
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+Weak convergence of some classes of martingales with jumps.
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+Q4940647
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+On the paper ``Weak convergence of some classes of martingales with jumps''
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+Nonlinear Regressions with Integrated Time Series
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+WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS
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+Nonlinear least-squares estimation
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+Asymptotic spectral theory for nonlinear time series
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+Strong consistency in nonlinear stochastic regression models.
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+MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
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+Limit Theorems for Nonlinear Cointegrating Regression
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+Structural Nonparametric Cointegrating Regression
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+NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
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+LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
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+Asymptotic theory of nonlinear least squares estimation
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+On linear processes with dependent innovations
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+https://doi.org/10.1017/s0266466620000493
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+W3120509418
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