Functional-Coefficient Autoregressive Models
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Cited in
(only showing first 100 items - show all)- Proportional functional coefficient time series models
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
- Varying-coefficient single-index model
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Local partial-likelihood estimation for lifetime data
- Flexible generalized varying coefficient regression models
- Nonparametric vector autoregression
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Local M-estimator for nonparametric time series.
- Nonparametric estimation equations for time series data.
- Quantile regression in varying coefficient models.
- Statistical estimation in varying coefficient models
- Variable bandwidth selection in varying-coefficient models
- Adding data process feedback to the nonlinear autoregressive model
- Stability of nonlinear AR(1) time series with delay
- The univariate MT-STAR model and a new linearity and unit root test procedure
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- On the ergodicity of general mixture of linear autoregressive time series
- Multi-spectral decomposition of functional autoregressive models
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Spatio-temporal change-point modeling
- Sieve empirical likelihood ratio tests for nonparametric functions
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
- Testing for the parametric parts in a single-index varying-coefficient model
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
- Penalized kernel quantile regression for varying coefficient models
- High-dimensional quantile varying-coefficient models with dimension reduction
- Estimation of functional-coefficient autoregressive models with measurement error
- A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations
- Spatial quantile estimation of multivariate threshold time series models
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
- Asymptotic properties of conditional least-squares estimators for array time series
- Spline estimation of functional coefficient regression models for time series with correlated errors
- Analyzing right-censored and length-biased data with varying-coefficient transformation model
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations
- A selective overview of nonparametric methods in financial econometrics
- Functional coefficient autoregressive conditional root model
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Augmented IS-LM model based on particular functions
- Generalized partially linear varying-coefficient models
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Functional-coefficient partially linear regression model
- Outliers in functional autoregressive time series
- Estimation of semi-parametric additive coefficient model
- Accounting seasonal nonstationarity in time series models for short-term ozone level forecast
- Model specification test with correlated but not cointegrated variables
- Empirical properties of forecasts with the functional autoregressive model
- Multi-regime models for nonlinear nonstationary time series
- Detecting and modeling nonlinearity in the gas furnace data
- Two-stage local Walsh average estimation of generalized varying coefficient models
- Functional-coefficient cointegration models
- Model structure selection in single-index-coefficient regression models
- Kumaraswamy regression model with Aranda-Ordaz link function
- Estimation and inference of threshold regression models with measurement errors
- Autoregressive forecasting of some functional climatic variations
- Functional coefficient autoregressive models: estimation and tests of hypotheses
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Functional coefficient instrumental variables models
- Trending time-varying coefficient time series models with serially correlated errors
- Functional coefficient moving average model with applications to forecasting Chinese CPI
- Weak identification in the ESTAR model and a new model
- Nonparametric regression with rescaled time series errors
- Adaptive jump-preserving estimates in varying-coefficient models
- Measuring nonlinear dependence in time-series, a distance correlation approach
- A similarity-based approach to time-varying coefficient non-stationary autoregression
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
- Functional-coefficient models for nonstationary time series data
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class
- Single-index coefficient models for nonlinear time series
- Autoregressive processes with data-driven regime switching
- Postmodel selection estimators of variance function for nonlinear autoregression
- Convolutional autoregressive models for functional time series
- Self-normalized Cramér-type moderate deviations under dependence
- Estimation of semivarying coefficient time series models with ARMA errors
- Parameter estimation in nonlinear AR-GARCH models
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
- SiZer inference for varying coefficient models
- Inference for nonparametric parts in single-index varying-coefficient model
- Optimal Detection of Exponential Component in Autoregressive Models
- Penalized Spline Estimation for Varying-Coefficient Models
- Measuring Time Series Predictability Using Support Vector Regression
- scientific article; zbMATH DE number 5360798 (Why is no real title available?)
- Stability of nonlinear AR-GARCH models
- Nonlinear ARMA models with functional MA coefficients
- Single‐Index Additive Vector Autoregressive Time Series Models
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- A back-fitting procedure for extensive functional coefficient autoregressive models
- Projection-type estimation for varying coefficient regression models
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
- A diagnostic statistic for functional-coefficient autoregressive models
- Asymptotic distributions of the correlation integral based statistics
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