Pages that link to "Item:Q2630203"

The following pages link to Nonlinearity and temporal dependence (Q2630203):

Displaying 29 items.

• Autocovariance functions of series and of their transforms (Q261897) (← links)
• Estimation of copula-based semiparametric time series models (Q274894) (← links)
• Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
• Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Alternative models for stock price dynamics. (Q1398979) (← links)
• Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
• Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
• Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
• Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436) (← links)
• The invariant distribution of wealth and employment status in a small open economy with precautionary savings (Q2283130) (← links)
• Nonlocal symmetries for time-dependent order differential equations (Q2337886) (← links)
• Diffusion copulas: identification and estimation (Q2658762) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
• Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
• NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS (Q5208913) (← links)
• Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data (Q5256277) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
• CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
• ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
• Processes with volatility‐induced stationarity: an application for interest rates (Q5438539) (← links)
• Long memory and regime switching (Q5952029) (← links)
• Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)