A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346): Difference between revisions

Latest revision as of 17:02, 2 August 2024

scientific article; zbMATH DE number 7731475

Language	Label	Description	Also known as
English	A nonparametric predictive regression model using partitioning estimators based on Taylor expansions	scientific article; zbMATH DE number 7731475

Statements

instance of

scholarly article

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title

A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (English)

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author

Jose Olmo

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published in

Journal of Time Series Analysis

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publication date

24 August 2023

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full work available at URL

http://zaguan.unizar.es/record/120212

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zbMATH Keywords

series estimators

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Taylor expansions

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asymptotic theory

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realized volatility

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time series predictability

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MaRDI profile type

MaRDI publication profile

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cites work

Modeling and Forecasting Realized Volatility

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Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

0 references

Tests for Parameter Instability and Structural Change With Unknown Change Point

0 references

Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

0 references

Exploiting the errors: a simple approach for improved volatility forecasting

0 references

Efficient Estimation and Inferences for Varying-Coefficient Models

0 references

Functional-Coefficient Regression Models for Nonlinear Time Series

0 references

Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators

0 references

Large Sample Properties of Partitioning-Based Series Estimators

0 references

Convergence rates for parametric components in a partly linear model

0 references

Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

0 references

Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative

0 references

Q3753259

0 references

Q3125064

0 references

Adaptive Varying-Coefficient Linear Models

0 references

A distribution-free theory of nonparametric regression

0 references

Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

0 references

Optimal Inference in Regression Models with Nearly Integrated Regressors

0 references

Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set

0 references

Some Comments on C P

0 references

On Non-Parametric Estimates of Density Functions and Regression Curves

0 references

Convergence rates and asymptotic normality for series estimators

0 references

Q4066417

0 references

Additive regression and other nonparametric models

0 references

Non-Parametric Estimation II. Statistically Equivalent Blocks and Tolerance Regions--The Continuous Case

0 references

Q3290184

0 references

A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem

0 references

Q5510038

0 references

Identifiers

DOI

10.1111/jtsa.12668

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Mathematics Subject Classification ID

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0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6135346

@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
+Normal rank
@@ Property / cites work @@
+Exploiting the errors: a simple approach for improved volatility forecasting
+Normal rank
@@ Property / cites work @@
+Efficient Estimation and Inferences for Varying-Coefficient Models
+Normal rank
@@ Property / cites work @@
+Functional-Coefficient Regression Models for Nonlinear Time Series
+Normal rank
@@ Property / cites work @@
+Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Partitioning-Based Series Estimators
+Normal rank
@@ Property / cites work @@
+Convergence rates for parametric components in a partly linear model
+Normal rank
@@ Property / cites work @@
+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Q3753259
@@ Property / cites work: Q3753259 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Varying-Coefficient Linear Models
@@ Property / cites work: Adaptive Varying-Coefficient Linear Models / rank @@
+Normal rank
@@ Property / cites work @@
+A distribution-free theory of nonparametric regression
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Regression Models with Nearly Integrated Regressors
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
+Normal rank
@@ Property / cites work @@
+Some Comments on C P
@@ Property / cites work: Some Comments on C P / rank @@
+Normal rank
@@ Property / cites work @@
+On Non-Parametric Estimates of Density Functions and Regression Curves
+Normal rank
@@ Property / cites work @@
+Convergence rates and asymptotic normality for series estimators
+Normal rank
@@ Property / cites work @@
+Q4066417
@@ Property / cites work: Q4066417 / rank @@
+Normal rank
@@ Property / cites work @@
+Additive regression and other nonparametric models
+Normal rank
@@ Property / cites work @@
+Non-Parametric Estimation II. Statistically Equivalent Blocks and Tolerance Regions--The Continuous Case
+Normal rank
@@ Property / cites work @@
+Q3290184
@@ Property / cites work: Q3290184 / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
+Normal rank
@@ Property / cites work @@
+Q5510038
@@ Property / cites work: Q5510038 / rank @@
+Normal rank