Pages that link to "Item:Q1807123"

The following pages link to Regression-type inference in nonparametric autoregression (Q1807123):

Displaying 36 items.

• Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
• A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
• Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
• Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
• Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
• Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
• Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
• On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
• Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
• Bootstrap prediction intervals for Markov processes (Q1659134) (← links)
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
• Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
• Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
• Bootstraps for time series (Q1872593) (← links)
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
• Tie the straps: uniform bootstrap confidence bands for semiparametric additive models (Q2254165) (← links)
• Bayesian nonparametric spectral density estimation using B-spline priors (Q2329750) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Monte Carlo integration with Markov chain (Q2427151) (← links)
• A note on the Bickel\,-\,Rosenblatt test in autoregressive time series (Q2567180) (← links)
• Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
• Model selection for (auto-)regression with dependent data (Q4534854) (← links)
• Properties of the nonparametric autoregressive bootstrap (Q4677009) (← links)
• Some comments on specification tests in nonparametric absolutely regular processes (Q4828175) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data (Q4975407) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
• Spline confidence bands for variance functions (Q5321920) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)