Pages that link to "Item:Q309731"
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The following pages link to Estimation of semivarying coefficient time series models with ARMA errors (Q309731):
Displaying 7 items.
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- A novel partial-linear single-index model for time series data (Q1727926) (← links)
- Improving the prediction performance of the Lasso by subtracting the additive structural noises (Q1729359) (← links)
- Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
- Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
- A penalized estimation for the Cox model with ordinal multinomial covariates (Q3390621) (← links)
