Estimation of semivarying coefficient time series models with ARMA errors
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Cites work
- scientific article; zbMATH DE number 3139051 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 469330 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 3086018 (Why is no real title available?)
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- Bandwidth selection for kernel regression with long-range dependent errors
- Covariance matrix estimation for stationary time series
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
- Generalized Partially Linear Single-Index Models
- Identification of Non-Linear Additive Autoregressive Models
- Improved multivariate portmanteau test
- Least squares estimation in the regression model with autoregressive-moving average errors
- Local asymptotics for regression splines and confidence regions
- Local polynomial fitting in semivarying coefficient model
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric Identification of Nonlinear Time Series: Projections
- Nonparametric regression with correlated errors.
- Nonparametric transfer function models
- On a measure of lack of fit in time series models
- Profile likelihood and conditionally parametric models
- Rates of convergence for empirical processes of stationary mixing sequences
- Spline-backfitted kernel smoothing of partially linear additive model
- The asymptotic theory of linear time-series models
- Time series: theory and methods.
- Trending time-varying coefficient time series models with serially correlated errors
- Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
- Varying coefficient models for data with auto-correlated error process
- WHITTLE ESTIMATION OF ARCH MODELS
- Whittle likelihood estimation of nonlinear autoregressive models with moving average residuals
Cited in
(14)- High-dimensional regression with ordered multiple categorical predictors
- Improving the prediction performance of the Lasso by subtracting the additive structural noises
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors
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- A new approach of subgroup identification for high-dimensional longitudinal data
- Serial correlation estimation through the imprecise goal programming model
- Regression models with ordered multiple categorical predictors
- Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases
- Robust tests for time series comparison based on Laplace periodograms
- Model identification for time series with dependent innovations
- A penalized estimation for the Cox model with ordinal multinomial covariates
- Two-step estimation of time-varying additive model for locally stationary time series
- A novel partial-linear single-index model for time series data
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