Pages that link to "Item:Q2630164"
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The following pages link to Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164):
Displaying 5 items.
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
- A Convolution Estimator for the Density of Nonlinear Regression Observations (Q2911718) (← links)
