Pages that link to "Item:Q1607972"
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The following pages link to Weighted empirical processes in dynamic nonlinear models. (Q1607972):
Displaying 26 items.
- A fast algorithm for the coordinate-wise minimum distance estimation (Q4960557) (← links)
- A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (Q4979322) (← links)
- EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
- (Q5004036) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- Minimum distance estimation in linear regression with strong mixing errors (Q5078454) (← links)
- A law of the iterated logarithm for error density estimator in censored linear regression (Q5078821) (← links)
- Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models (Q5141228) (← links)
- Empirical likelihood inference for error density estimators in first-order autoregression models (Q5160179) (← links)
- Ridge Autoregression R-Estimation: Subspace Restriction (Q5167882) (← links)
- Asymptotics of the<i>L</i><sub><i>p</i></sub>-Norms of Density Estimators in the Nonlinear Autoregressive Models (Q5177587) (← links)
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- Regression Quantile and Averaged Regression Quantile Processes (Q5283080) (← links)
- Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables (Q5299469) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
- Accurate Tests and Intervals Based on Multivariate CUSUM Statistics (Q5389556) (← links)
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (Q5449892) (← links)
- A note on testing symmetry of the error distribution in linear regression models (Q5712071) (← links)
- On weak convergence of random fields (Q5901995) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q5967098) (← links)
- Discussion: The forward search: theory and data analysis (Q5971302) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)
- Tests for symmetry based on the integrated empirical process (Q6114248) (← links)
- Randomized empirical processes and confidence bands via virtual resampling (Q6123269) (← links)