Juan Manuel Vilar-Fernández

Available identifiers

zbMath Open vilar-fernandez.juan-manuelMaRDI QIDQ1209930

List of research outcomes

Publication	Date of Publication	Type
Probability of default estimation in credit risk using a nonparametric approach	2021-11-22	Paper
Correction to: ``Probability of default estimation in credit risk using a nonparametric approach	2021-11-22	Paper
Prewhitening-based estimation in partial linear regression models: a comparative study	2014-10-15	Paper
Functional methods for time series prediction: a nonparametric approach	2011-07-27	Paper
Two tests for heterocedasticity in nonparametric regression	2011-04-06	Paper
Nonparametric variance function estimation with missing data	2010-04-06	Paper
Asymptotic properties of local polynomial regression with missing data and correlated errors	2009-10-13	Paper
Nonparametric estimation of distribution function	2009-07-23	Paper
Cross-validation techniques in density estimation under dependence conditions	2009-07-23	Paper
Estimation of the probability density from random sampling	2009-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q5323483	2009-07-23	Paper
Local polynomial estimation in partial linear regression models under dependence	2009-06-12	Paper
Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA	2008-04-15	Paper
Bootstrap tests for nonparametric comparison of regression curves with dependent errors	2007-10-10	Paper
Nonparametric Forecasting in Time Series - A Comparative Study	2007-06-28	Paper
Nonparametric estimation of the conditional variance function with correlated errors	2007-03-08	Paper
Bandwidth selection for the local polynomial estimator under dependence: a simulation study	2006-05-24	Paper
Plug-in bandwidth selector for local polynomial regression estimator with correlated errors	2004-09-27	Paper
On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions	2003-11-06	Paper
Local polynomial regression smoothers with AR-error structure.	2003-05-18	Paper
Bootstrap of minimum distance estimators in regression with correlated disturbances	2003-04-03	Paper
LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS	2002-07-28	Paper
Resampling for checking linear regression models via non-parametric regression estimation	2001-08-20	Paper
Recursive local polynomial regression under dependence conditions	2001-02-18	Paper
Generalized minimum distance estimators of a linear model with correlated errors.	2001-01-01	Paper
Recursive estimation of regression functions by local polynomial fitting	2000-10-29	Paper
Bandwidth selection in nonparametric density estimation under dependence: a simulation study	2000-03-02	Paper
Bootstrap test of goodness of fit to a linear model when errors are correlated	1997-09-23	Paper
Testing linear regression models using non-parametric regression estimators when errors are non-independent	1997-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4871873	1996-06-23	Paper
A local cross-validation algorithm for dependent data	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4011510	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4011519	1992-09-27	Paper
Consistencia de un estimador no parametrico, recursivo, de la regresion bajo condiciones generales	1992-09-27	Paper
Estimacion no parametrica de curvas notables para datos dependientes	1989-01-01	Paper
Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3779624	1987-01-01	Paper

Research outcomes over time

This page was built for person: Juan Manuel Vilar-Fernández