Pages that link to "Item:Q1807123"
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The following pages link to Regression-type inference in nonparametric autoregression (Q1807123):
Displayed 17 items.
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← 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)
- 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)
- 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)