Pages that link to "Item:Q1372929"
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The following pages link to Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929):
Displaying 50 items.
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Nonparametric estimation of a log-variance function in scale-space (Q394784) (← links)
- Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Nonparametric semirecursive identification in a wide sense of strong mixing processes (Q619515) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Variance estimation for high-dimensional regression models (Q697472) (← links)
- Modelling conditional variance function in industrial data: a case study (Q713897) (← links)
- Partitioning estimation of local variance based on nearest neighbors under censoring (Q725665) (← links)
- Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
- Asymptotic properties of local polynomial regression with missing data and correlated errors (Q734422) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
- Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
- Semiparametric estimation of regression functions in autoregressive models (Q1003415) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression (Q1750258) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- Confidence bands in nonparametric regression with biased data (Q1768096) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
- Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Daily nonparametric ARCH(1) model estimation using intraday high frequency data (Q2144835) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- Nonparametric estimation in a regression model with additive and multiplicative noise (Q2186924) (← links)
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
- A least squares method for variance estimation in heteroscedastic nonparametric regression (Q2336557) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- On spline approximation of sliced inverse regression (Q2465137) (← links)
- Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
