The following pages link to (Q4298924):
Displaying 24 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Semiparametric approaches to signal extraction problems in economic time series (Q1575220) (← links)
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
- Time series clustering based on nonparametric multidimensional forecast densities (Q1951146) (← links)
- The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations (Q2027227) (← links)
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
- Robustness of one-sided cross-validation to autocorrelation (Q2486174) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- Nonparametric two-step regression estimation when regressors and error are dependent (Q4521138) (← links)
- Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278) (← links)
- Long Short-Term Memory Networks for the Prediction of Transformer Temperature for Energy Distribution Smart Grids (Q5048370) (← links)
- Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model (Q5123530) (← links)
- Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors (Q5213358) (← links)
- Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
- On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
