Pages that link to "Item:Q4323568"
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The following pages link to Nonparametric Identification of Nonlinear Time Series: Projections (Q4323568):
Displayed 50 items.
- Data-driven local bandwidth selection for additive models with missing data (Q555483) (← links)
- A note on the backfitting estimation of additive models (Q605888) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Nonparametric semirecursive identification in a wide sense of strong mixing processes (Q619515) (← links)
- Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
- Spline-backfitted kernel smoothing of partially linear additive model (Q710767) (← links)
- Efficient and fast spline-backfitted kernel smoothing of additive models (Q841015) (← links)
- A simple smooth backfitting method for additive models (Q869969) (← links)
- Genetic algorithms for the selection of smoothing parameters in additive models (Q880886) (← links)
- Two-stage local M-estimation of additive models (Q946384) (← links)
- Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
- Estimation in additive models with highly or non-highly correlated covariates (Q973871) (← links)
- Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band (Q990887) (← links)
- Wavelet threshold estimation for additive regression models (Q1394761) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
- Law of iterated logarithm for additive regression model components. (Q1763495) (← links)
- Regressor selection with the analysis of variance method (Q1776423) (← links)
- Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
- Fourier series approximation of separable models (Q1860392) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data (Q1951761) (← links)
- Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression (Q1956880) (← links)
- Integration and backfitting methods in additive models -- finite sample properties and comparison (Q1969432) (← links)
- Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
- Nonparametric estimation of an additive model with a link function (Q2388331) (← links)
- Estimation of a semiparametric transformation model (Q2426620) (← links)
- Efficient estimation of seemingly unrelated additive nonparametric regression models (Q2439891) (← links)
- Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
- Exploring spatial nonlinearity using additive approximation (Q2465273) (← links)
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072) (← links)
- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions (Q2473076) (← links)
- Estimation in additive Cox models by marginal integration (Q2501349) (← links)
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
- Rate optimal estimation with the integration method in the presence of many covariates (Q2567118) (← links)
- Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592) (← links)
- ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION (Q3021622) (← links)
- Comparison of Separable Components in Different Samples (Q3440883) (← links)
- Non‐parametric Regression Tests Using Dimension Reduction Techniques (Q3552945) (← links)
- Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models (Q3593533) (← links)
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (Q3632431) (← links)
- Application of a least absolute shrinkage and selection operator to aeroelastic flight test data (Q3654565) (← links)
- Nonparametric statistics for testing of linearity and serial independence (Q4345897) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Nonparametric regression for nonstationary processes (Q4485017) (← links)
- A comparison of different nonparametric methods for inference on additive models (Q4651090) (← links)
- A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS (Q4881708) (← links)
- Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion (Q5297093) (← links)
- THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883) (← links)