Pages that link to "Item:Q4337819"
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The following pages link to MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES (Q4337819):
Displaying 50 items.
- Robust functional principal component analysis for non-Gaussian longitudinal data (Q115416) (← links)
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Functional coefficient instrumental variables models (Q274916) (← links)
- Testing for change points in partially linear models (Q277056) (← links)
- A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
- Identifying the average treatment effect in ordered treatment models without unconfoundedness (Q311633) (← links)
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights (Q311651) (← links)
- Strong consistency of the internal estimator of nonparametric regression with dependent data (Q383866) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Nonparametric significance testing and group variable selection (Q476217) (← links)
- Nonparametric estimation of fixed effects panel data varying coefficient models (Q476223) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Identification and nonparametric estimation of a transformed additively separable model (Q530962) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Censored multiple regression by the method of average derivatives (Q558066) (← links)
- Low dimensional semiparametric estimation in a censored regression model (Q608330) (← links)
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data (Q620550) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
- Asymptotic properties of local polynomial regression with missing data and correlated errors (Q734422) (← links)
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Estimating features of a distribution from binomial data (Q737897) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study (Q740076) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- Testing heteroscedasticity by wavelets in a nonparametric regression model (Q867776) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
- Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
