Nonlinear time series. Nonparametric and parametric methods
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Measuring Granger Causality in Quantiles
- Nonparametric LAD cointegrating regression
- Local linear regression for data with AR errors
- Book Reviews
- Threshold models in time series analysis -- some reflections
- Local linear fitting under near epoch dependence
- The asymptotic normality of internal estimator for nonparametric regression
- A white noise test under weak conditions
- Summability of stochastic processes -- a generalization of integration for non-linear processes
- Nonlinear Time Series
- Learning theory estimates with observations from general stationary stochastic processes
- Binary response models for heterogeneous panel data with interactive fixed effects
- On an asymmetric functional-coefficient ARCH-M model
- Universal kernel-type estimation of random fields
- Implied volatility smoothing at COVID-19 times
- Semiparametric regression during 2003--2007
- scientific article; zbMATH DE number 52901 (Why is no real title available?)
- Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
- Asymptotics of nonparametric L-1 regression models with dependent data
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods
- Generalized varying-coefficient additive model for locally stationary time series
- Factor models for matrix-valued high-dimensional time series
- Rough path recursions and diffusion approximations
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
- Heteroscedastic modelling via the autoregressive conditional variance subspace
- Identifying latent grouped patterns in cointegrated panels
- Maximum independent component analysis with application to EEG data
- Covariate assisted screening and estimation
- Nonlinear time series analysis since 1990: Some personal reflections
- SiZer analysis for the comparison of time series
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
- Homogeneity Pursuit in Single Index Models based Panel Data Analysis
- Vast portfolio selection with gross-exposure constraints
- Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic
- Nonparametric estimation of dynamic panel models with fixed effects
- Local linear spatial quantile regression
- Nonlinear Poisson autoregression
- Adaptive tests for periodic signal detection with applications to laser vibrometry
- Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
- Wavelet-M-estimation for time-varying coefficient time series models
- Semiparametric single-index panel data models with cross-sectional dependence
- Asymptotic normality of wavelet density estimator under censored dependent observations
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression
- Single‐Index Additive Vector Autoregressive Time Series Models
- Nonparametric estimation of conditional medians for linear and related processes
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity
- Simultaneous Decorrelation of Matrix Time Series
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
- Fluctuations of eigenvalues of patterned random matrices
- Spline estimation of partially linear regression models for time series with correlated errors
- An asymptotic theory for sample covariances of Bernoulli shifts
- Semiparametric estimation in triangular system equations with nonstationarity
- Degradation modeling applied to residual lifetime prediction using functional data analysis
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
- Nonlinear time series: computations and applications
- scientific article; zbMATH DE number 7578230 (Why is no real title available?)
- Functional-coefficient partially linear regression model
- Rank determination in tensor factor model
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression
- Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood
- Empirical likelihood inference for functional coefficient ARCH-M model
- Banded spatio-temporal autoregressions
- A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations
- Estimation in semi-parametric regression with non-stationary regressors
- Polynomial spline confidence bands for time series trend
- Modelling time trend via spline confidence band
- Towards identification of Wiener systems with the least amount of a priori information on the nonlinearity
- SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
- A Review of Nonparametric Time Series Analysis
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
- Functional data: local linear estimation of the conditional density and its application
- Discussion on: ``Electrical load forecasting by exponential smoothing with covariates by Rainer Göb, Kristina Lurz and Antonio Pievatolo
- Better the devil you know: improved forecasts from imperfect models
- Non-parametric smoothing and prediction for nonlinear circular time series
- Nonparametric density estimation for positive time series
- Inference of local regression in the presence of nuisance parameters
- Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
- Asymptotics for sliced average variance estimation
- A weighted estimator of conditional hazard rate with left-truncated and dependent data
- Local linear quantile estimation for nonstationary time series
- Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
- Spherical autoregressive models, with application to distributional and compositional time series
- On the lack of power of omnibus specification tests
- Policy Optimization Using Semiparametric Models for Dynamic Pricing
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
- Smoothed quantile regression for panel data
- Convergence rates of sums of \(\alpha\)-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
- A hidden Markov regime-switching smooth transition model
- The univariate MT-STAR model and a new linearity and unit root test procedure
- Structural test in regression on functional variables
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach
- Sieve inference on possibly misspecified semi-nonparametric time series models
- A dynamic logistic regression for network link prediction
- Variable selection for spatial semivarying coefficient models
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
This page was built for publication: Nonlinear time series. Nonparametric and parametric methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1866762)
