Pages that link to "Item:Q3333924"
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The following pages link to NONPARAMETRIC ESTIMATORS FOR TIME SERIES (Q3333924):
Displaying 50 items.
- Asymptotic inference from multi-stage samples (Q262753) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Nonparametric transformation to white noise (Q290951) (← links)
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- On the asymptotic normality of kernel density estimators for causal linear random fields (Q391929) (← links)
- Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates (Q583762) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- On internally corrected and symmetrized kernel estimators for nonparametric regression (Q619168) (← links)
- Frequency polygons for continuous random fields (Q625317) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Kernel estimation for additive models under dependence (Q689169) (← links)
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
- Hellinger distance estimation of general bilinear time series models (Q713820) (← links)
- Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
- Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
- Chain rule density estimates (Q750040) (← links)
- Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Nonparametric estimation of conditional expectation (Q958769) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
