Pages that link to "Item:Q3365348"
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The following pages link to Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality (Q3365348):
Displaying 50 items.
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Estimation for the single-index models with random effects (Q434962) (← links)
- Nonparametric link prediction in large scale dynamic networks (Q470494) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
- Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty (Q544774) (← links)
- The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Nonparametric semirecursive identification in a wide sense of strong mixing processes (Q619515) (← links)
- Variance estimation in nonlinear autoregressive time series models (Q622460) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Asymptotic expansion for ISE of kernel density estimators under censored dependent model (Q840797) (← links)
- Kernel regression estimation for continuous spatial processes (Q926975) (← links)
- Nonparametric estimation of conditional expectation (Q958769) (← links)
- Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing (Q962014) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Spatial nonparametric regression estimation: Non-isotropic case (Q1566060) (← links)
- Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Spatial kernel regression estimation: weak consistency (Q1770071) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
- Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data (Q1951986) (← links)
- Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression (Q1956880) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
