Pages that link to "Item:Q1868291"
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The following pages link to Local polynomial fitting with long-memory, short-memory and antipersistent errors (Q1868291):
Displaying 30 items.
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Modelling time trend via spline confidence band (Q421413) (← links)
- Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
- A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors (Q2129613) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN (Q2801993) (← links)
- Evaluation of Recursive Detection Methods for Turning Points in Financial Time Series (Q2802801) (← links)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
- NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
- Simultaneous confidence bands for time-series prediction function (Q3068117) (← links)
- A Class of Antipersistent Processes (Q3505318) (← links)
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
- An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method (Q5128905) (← links)
- On the asymptotic variance in nonparametric regression with fractional time-series errors (Q5434737) (← links)
