Pages that link to "Item:Q418246"
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The following pages link to Estimation in semi-parametric regression with non-stationary regressors (Q418246):
Displaying 13 items.
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
- Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
- UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
- Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467) (← links)
- On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation (Q6112445) (← links)
