Pages that link to "Item:Q834360"

The following pages link to Local linear quantile estimation for nonstationary time series (Q834360):

Displaying 44 items.

• Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
• Quantile and quantile-function estimations under density ratio model (Q367004) (← links)
• Nonparametric regression for locally stationary time series (Q741799) (← links)
• Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
• Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
• Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• Spatio-temporal expanding distance asymptotic framework for locally stationary processes (Q2082342) (← links)
• Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series (Q2095103) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
• Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Identifying shifts between two regression curves (Q2230873) (← links)
• A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
• Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
• Data science, big data and statistics (Q2273155) (← links)
• Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
• Cross validation for locally stationary processes (Q2313282) (← links)
• On weighted and locally polynomial directional quantile regression (Q2403398) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Local bilinear multiple-output quantile/depth regression (Q2515505) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
• Inference for non-stationary time-series autoregression (Q2864628) (← links)
• UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH (Q2981831) (← links)
• LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
• Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822) (← links)
• Multivariate functional response low‐rank regression with an application to brain imaging data (Q6059496) (← 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)
• Graphical models for nonstationary time series (Q6183745) (← links)
• Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
• Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)