Pages that link to "Item:Q741799"

The following pages link to Nonparametric regression for locally stationary time series (Q741799):

Displayed 45 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) ‎ (← links)
• Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) ‎ (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) ‎ (← links)
• Nonparametric regression for locally stationary time series (Q741799) ‎ (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) ‎ (← links)
• Forecasting benchmarks of long-term stock returns via machine learning (Q829145) ‎ (← links)
• Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) ‎ (← links)
• Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) ‎ (← links)
• Locally stationary functional time series (Q1697469) ‎ (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) ‎ (← links)
• Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) ‎ (← links)
• Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) ‎ (← links)
• Time-varying model averaging (Q2024462) ‎ (← links)
• Indirect inference for locally stationary models (Q2024470) ‎ (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) ‎ (← links)
• Empirical process theory for locally stationary processes (Q2073222) ‎ (← links)
• Spatio-temporal expanding distance asymptotic framework for locally stationary processes (Q2082342) ‎ (← links)
• Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) ‎ (← links)
• Nonparametric regression for locally stationary functional time series (Q2161186) ‎ (← links)
• Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089) ‎ (← links)
• Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) ‎ (← links)
• Statistical inference of locally stationary functional coefficient models (Q2189096) ‎ (← links)
• A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) ‎ (← links)
• Identifying shifts between two regression curves (Q2230873) ‎ (← links)
• Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) ‎ (← links)
• Nonparametric filtering of conditional state-price densities (Q2294444) ‎ (← links)
• Local stationarity and time-inhomogeneous Markov chains (Q2313278) ‎ (← links)
• A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) ‎ (← links)
• Functional CLT for martingale-like nonstationary dependent structures (Q2325370) ‎ (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) ‎ (← links)
• Detecting gradual changes in locally stationary processes (Q2343960) ‎ (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) ‎ (← links)
• Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558) ‎ (← links)
• A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) ‎ (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) ‎ (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) ‎ (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) ‎ (← links)
• Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278) ‎ (← links)
• (Q5004043) ‎ (← links)
• (Q5037983) ‎ (← links)
• NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS (Q5208913) ‎ (← links)
• INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) ‎ (← links)
• Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes (Q5242468) ‎ (← links)
• Estimation in a semiparametric panel data model with nonstationarity (Q5860938) ‎ (← links)
• Standard Errors for Nonparametric Regression (Q5861018) ‎ (← links)