Local Polynomial Estimation of Regression Functions for Mixing Processes
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Publication:4352091
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- Adaptive likelihood estimator of conditional variance function
- On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
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- Asymptotic properties of local polynomial regression with missing data and correlated errors
- Nonparametric estimation equations for time series data.
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
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- Nonparametric relative regression under random censorship model
- Nonparametric regression estimation with general parametric error covariance
- Local polynomial estimation of a conditional mean function with dependent truncated data
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
- Non-parametric regression for circular responses
- Approximating volatilities by asymmetric power GARCH functions
- Nonparametric conditional density estimation for censored data based on a recursive kernel
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
- Local \(M\)-estimation for conditional variance function with dependent data
- Consistent estimation of a general nonparametric regression function in time series
- A semiparametric single index model with heterogeneous impacts on an unobserved variable
- Nonparametric estimation of the conditional variance function with correlated errors
- Recursive local polynomial regression under dependence conditions
- Change point estimators by local polynomial fits under a dependence assumption
- Local M-estimator for nonparametric time series.
- Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
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- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
- Model-free inference for tail risk measures
- On a class of recursive estimators for spatially dependent observations
- Screening-assisted dynamic multiple testing with false discovery rate control
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study
- Estimating a density under pointwise constraints on the derivatives
- Inference on local causality and tests of non-causality in time series
- Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
- Local polynomial estimations of time-varying coefficients for local stationary diffusion models
- On the large-sample behavior of two estimators of the conditional copula under serially dependent data
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- Improved local polynomial estimation in time series regression
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