A Review of Nonparametric Time Series Analysis
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Cites work
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Cited in
(46)- Stability of nonlinear AR(1) time series with delay
- Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach
- Nonparametric estimates for conditional quantiles of time series
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes
- Forecasting in nonlinear univariate time series using penalized splines
- Nonlinear models for ground-level ozone forecasting
- Effect of dependence on stochastic measures of accuracy of density estimators
- Wilks' theorem for semiparametric regressions with weakly dependent data
- Estimation of nonparametric regression models by wavelets
- Modeling of time series using random forests: theoretical developments
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- A nonparametric regression cross spectrum for multivariate time series
- Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals
- Functional methods for time series prediction: a nonparametric approach
- Convolutional autoregressive models for functional time series
- Nonparametric approach to intervention time series modeling
- A summary of nonparametric theory
- Estimation of a measure of local correlation for independent samples and time series data
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- Nonparametric transfer function models
- Estimation of a nonparametric regression spectrum for multivariate time series
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- Spline based Hermite quasi-interpolation for univariate time series
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- Flexible conditional density estimation for time series
- Model-free prediction of time series: a nonparametric approach
- Tree approximation of scenario processes for multistage stochastic optimization: algorithms and fast implementations
- Nonlinear modal regression for dependent data with application for predicting COVID-19
- Functional coefficient seasonal time series models with an application of Hawaii tourism data
- Nonparametric regression with warped wavelets and strong mixing processes
- Nonparametric models and their estimation
- Asymptotic properties of nonparametric M-estimation for mixing functional data
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
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