A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165): Difference between revisions

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+Statistical inference in single-index and partially nonlinear models
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+On extended partially linear single-index models
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+ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
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+Efficient estimation in a semiparametric additive regression model with autoregressive errors
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+SEMIPARAMETRIC TIME SERIES REGRESSION
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+Consistent model specification tests for time series econometric models
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+Nonlinear stochastic trends
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+Linearity testing using local polynomial approximation
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+Semiparametric estimation of regression functions in autoregressive models
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+Nonparametric regression with errors in variables
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+Local Likelihood for non‐parametric ARCH(1) models
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+Local polynomial estimators of the volatility function in nonparametric autoregression
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+Locally parametric nonparametric density estimation
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+Semiparametric density estimation by local \(L_ 2\)-fitting.
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+Mixing Conditions for Markov Chains
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+On conditional least squares estimation for stochastic processes
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+Asymptotic theory of statistical inference for time series
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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