Pages that link to "Item:Q1372929"

The following pages link to Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929):

Displaying 44 items.

• A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models (Q2516632) (← links)
• Testing and imposing Slutsky symmetry in nonparametric demand systems (Q2630083) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• Generalised Variance Function Estimation for Binary Variables in Large-Scale Sample Surveys (Q2802800) (← links)
• Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
• Nonparametric regression with rescaled time series errors (Q2852596) (← links)
• A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
• Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949) (← links)
• Splines for Financial Volatility (Q2920261) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• Spline confidence bands for variance functions in nonparametric time series regressive models (Q3145393) (← links)
• Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
• Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours (Q3145414) (← links)
• Non-parametric estimation of a multiscale CHARN model using SVR (Q3182652) (← links)
• Nonparametric estimation of the conditional variance function with correlated errors (Q3426257) (← links)
• Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise (Q3505349) (← links)
• Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
• Estimating and clustering curves in the presence of heteroscedastic errors (Q3535701) (← links)
• (Q3572770) (← links)
• Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions (Q4434424) (← links)
• LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS (Q4540657) (← links)
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
• On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional (Q4673564) (← links)
• Time-domain estimation of time-varying linear systems (Q4675905) (← links)
• Kernel deconvolution of stochastic volatility models (Q4677031) (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
• ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
• Central limit theorems of range-based estimators for diffusion models (Q5077958) (← links)
• (Q5101698) (← links)
• Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series (Q5104522) (← links)
• THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883) (← links)
• Efficient nonparametric estimation and inference for the volatility function (Q5384667) (← links)
• Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359) (← links)
• \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608) (← links)
• On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963) (← links)
• A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation (Q6552934) (← links)
• Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise (Q6573040) (← links)
• Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
• Nonparametric volatility prediction (Q6601087) (← links)
• Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions (Q6626210) (← links)