Pages that link to "Item:Q741799"

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

Displaying 49 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)
• A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
• Continuous-time locally stationary time series models (Q6068849) (← links)
• Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
• Penalized time-varying model averaging (Q6108303) (← links)
• Time-varying multivariate causal processes (Q6118719) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
• Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
• Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
• Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)