Nonparametric estimation in null recurrent time series.
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Publication:1848865
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Cited in
(65)- Uniform convergence for nonparametric estimators with nonstationary data
- A New Class of Bivariate Threshold Cointegration Models
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates
- Nonparametric nonstationarity tests
- Robust estimation in a nonlinear cointegration model
- On the functional estimation of multivariate diffusion processes
- Nonparametric prediction of stock returns based on yearly data: the long-term view
- Robust nonlinear regression estimation in null recurrent time series
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
- Semiparametric estimation in triangular system equations with nonstationarity
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes
- Nonparametric regression estimation in a null recurrent time series
- Nonparametric LAD cointegrating regression
- Asymptotic theory for fractional regression models via Malliavin calculus
- Nonlinear regressions with nonstationary time series
- Specification testing in nonlinear and nonstationary time series autoregression
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- Estimation for single-index and partially linear single-index integrated models
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- Nonparametric Estimation of the Bivariate Recurrence Time Distribution
- Nonparametric specification testing for nonlinear time series with nonstationarity
- Null recurrent unit root processes
- Nonparametric transformation regression with nonstationary data
- A uniform law for convergence to the local times of linear fractional stable motions
- Monte Carlo methods for improper target distributions
- Estimation of partial differential equations with applications in finance
- Consistent estimation of a general nonparametric regression function in time series
- Nearest neighbor conditional estimation for Harris recurrent Markov chains
- Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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