Pages that link to "Item:Q1866762"
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The following pages link to Nonlinear time series. Nonparametric and parametric methods (Q1866762):
Displayed 50 items.
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
- SiZer analysis for the comparison of time series (Q730818) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- On the construction of a nonlinear recursive predictor (Q818269) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions (Q930649) (← links)
- Semiparametric detection of significant activation for brain fMRI (Q939660) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Learning from dependent observations (Q958916) (← links)
- Spatial smoothing, nugget effect and infill asymptotics (Q958927) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Asymptotics for sliced average variance estimation (Q997370) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830) (← links)
- Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise (Q1020982) (← links)
- Towards identification of Wiener systems with the least amount of a priori information: IIR cases (Q1023361) (← links)
- Forecasting time series using principal component analysis with respect to instrumental variables (Q1023449) (← links)
- Nonparametric conditional hazard rate estimation: a local linear approach (Q1023572) (← links)
- Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
- Optimal properties of centroid-based classifiers for very high-dimensional data (Q2380097) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Learning management knowledge for manufacturing systems in the early stages using time series data (Q2383116) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Existence, uniqueness, and global attractivity of positive solutions and MLE of the parameters to the logistic equation with random perturbation (Q2461494) (← links)
- Conditional density estimation in a regression setting (Q2473073) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- Nonparametric time series prediction: A semi-functional partial linear modeling (Q2482131) (← links)