Pages that link to "Item:Q4512509"
From MaRDI portal
The following pages link to NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS (Q4512509):
Displaying 15 items.
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Estimating semiparametric panel data models by marginal integration (Q738175) (← links)
- Generalized monotonicity analysis (Q971894) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
- Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
- A note on the value of public information in monopoly (Q2385110) (← links)
- Estimation and simulation of autoregressive Hilbertian processes with exogenous variables (Q2573221) (← links)
- A two–stage approach to additive time series models (Q4469572) (← links)
- Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors (Q4665866) (← links)
- THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883) (← links)
- Nonparametric multidimensional fixed effects panel data models (Q5865515) (← links)
- Average regression surface for dependent data (Q5926425) (← links)