The following pages link to (Q3999154):
Displaying 50 items.
- Threshold effect test in censored quantile regression (Q894590) (← links)
- Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence (Q943958) (← links)
- Heteroscedastic mixture transition distribution (HMTD) model (Q949353) (← links)
- Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- A robust rational route to randomness in a simple asset pricing model (Q953788) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- On martingale approximations (Q957521) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342) (← links)
- Boosting nonlinear additive autoregressive time series (Q961660) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- Penalized spline estimation for functional coefficient regression models (Q962336) (← links)
- A mixture integer-valued ARCH model (Q963895) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- Nonlinear time-varying spectral analysis: HHT and MODWPT (Q980626) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- Identification and prediction of low dimensional dynamics (Q994936) (← links)
- Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
- Problems in estimating dynamics from data (Q994939) (← links)
- Analysis of noisy signals (Q994956) (← links)
- Some comments on a bridge between nonlinear dynamicists and statisticians (Q994957) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
- Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities (Q1020103) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Forecasting time series using principal component analysis with respect to instrumental variables (Q1023449) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
- Corrected confidence intervals for parameters in adaptive linear models (Q1036732) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
