Nonparametric Identification of Nonlinear Time Series: Projections
From MaRDI portal
Recommendations
- Nonparametric identification of a cascade nonlinear time series system
- scientific article; zbMATH DE number 4201426
- Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
- Identification of non-linear time series via kernels
- scientific article; zbMATH DE number 4201427
- Nonparametric identification of controlled nonlinear time varying processes
- Nonparametric identification for nonlinear autoregressive time series models: Convergence rates
Cited in
(81)- Identification of nonlinear time series from first order cumulative characteristics
- Wavelet threshold estimation for additive regression models
- Derivative estimation and testing in generalized additive models
- Stability of nonlinear AR(1) time series with delay
- A novel partial-linear single-index model for time series data
- Statistical tests in the partially linear additive regression models
- Law of iterated logarithm for additive regression model components.
- Regressor selection with the analysis of variance method
- Nonparametric estimation in null recurrent time series.
- Fourier series approximation of separable models
- Model specification tests in nonparametric stochastic regression models
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data
- Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression
- Integration and backfitting methods in additive models -- finite sample properties and comparison
- An optimal test for the additive model with discrete or categorical predictors
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Spurious functional-coefficient regression models and robust inference with marginal integration
- Specification and structural break tests for additive models with applications to realized variance data
- Nonparametric estimation of an additive model with a link function
- Estimation of a semiparametric transformation model
- Efficient estimation of seemingly unrelated additive nonparametric regression models
- Testing for additivity in partially linear regression with possibly missing responses
- Exploring spatial nonlinearity using additive approximation
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
- Estimation in additive Cox models by marginal integration
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Rate optimal estimation with the integration method in the presence of many covariates
- Nonparametric inference for additive models estimated via simplified smooth backfitting
- Measuring nonlinear dependence in time-series, a distance correlation approach
- Oracle-efficient nonparametric estimation of an additive model with an unknown link function
- Estimation of semivarying coefficient time series models with ARMA errors
- scientific article; zbMATH DE number 2129956 (Why is no real title available?)
- scientific article; zbMATH DE number 4201427 (Why is no real title available?)
- Comparison of Separable Components in Different Samples
- Non-parametric regression tests using dimension reduction techniques
- Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
- Application of a least absolute shrinkage and selection operator to aeroelastic flight test data
- Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
- Nonparametric statistics for testing of linearity and serial independence
- A Review of Nonparametric Time Series Analysis
- A two–stage approach to additive time series models
- Nonparametric regression for nonstationary processes
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
- Semiparametric estimation of separable models with possibly limited dependent variables
- A comparison of different nonparametric methods for inference on additive models
- A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- Improved Estimation of High-dimensional Additive Models Using Subspace Learning
- Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
- Identification and nonparametric estimation of a transformed additively separable model
- THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
- Some Uniform Limit Results in Additive Regression Model
- Data-driven local bandwidth selection for additive models with missing data
- On endogeneity and shape invariance in extended partially linear single index models
- Average regression surface for dependent data
- Analysis of variance in nonparametric regression models
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Frequentist Model Averaging for the Nonparametric Additive Model
- A note on the backfitting estimation of additive models
- Semi- and nonparametric ARCH processes
- Nonparametric semirecursive identification in a wide sense of strong mixing processes
- Estimating the error distribution function in semiparametric additive regression models
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Production-process optimization algorithm: application to fed-batch bioprocess
- Shapley Curves: A Smoothing Perspective
- Nonparametric estimation of aging intensity function for right-censored dependent data
- Limit theory and inference in non-cointegrated functional coefficient regression
- Spline-backfitted kernel smoothing of partially linear additive model
- Estimation and Inference for a Semiparametric Time–Varying Panel Data Model
- Estimating semiparametric panel data models by marginal integration
- Efficient and fast spline-backfitted kernel smoothing of additive models
- A simple smooth backfitting method for additive models
- Genetic algorithms for the selection of smoothing parameters in additive models
- Two-stage local M-estimation of additive models
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Estimation in additive models with highly or non-highly correlated covariates
- Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
This page was built for publication: Nonparametric Identification of Nonlinear Time Series: Projections
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4323568)