Pages that link to "Item:Q1327857"
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The following pages link to Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression (Q1327857):
Displayed 38 items.
- Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- Regression quantiles and their two-step modifications (Q426697) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Asymptotics of kernel error density estimators in nonlinear autoregressive models (Q552027) (← links)
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
- Rank-based estimation for all-pass time series models (Q995429) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
- Rank tests for testing the randomness of autoregressive coefficients (Q1336895) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- Limit theorems for sums of heavy-tailed variables with random dependent weights (Q2642484) (← links)
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression (Q2716940) (← links)
- Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576) (← links)
- SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
- Bridges and random truncations of random matrices (Q3191249) (← links)
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
- Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
- Bootstrapping empirical distribution functions of residuals from autoregressive model fitting (Q4337285) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- The median estimate of the autoregressive location parameter (Q4550647) (← links)
- EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)
- Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
- GR-estimates for an autoregressive time series. (Q5933612) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)