The following pages link to REGRESSION, AUTOREGRESSION MODELS (Q3716147):
Displaying 12 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- Extimation and structure determination of multivariate input systems (Q914310) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
