Pages that link to "Item:Q4512509"

The following pages link to NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS (Q4512509):

Displayed 15 items.

• Trending time-varying coefficient time series models with serially correlated errors (Q278242) ‎ (← links)
• Wavelet estimation in varying coefficient models for censored dependent data (Q504497) ‎ (← links)
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) ‎ (← links)
• Estimating semiparametric panel data models by marginal integration (Q738175) ‎ (← links)
• Generalized monotonicity analysis (Q971894) ‎ (← links)
• Local M-estimator for nonparametric time series. (Q1423066) ‎ (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) ‎ (← links)
• Wavelet estimation in time-varying coefficient models (Q2332668) ‎ (← links)
• A note on the value of public information in monopoly (Q2385110) ‎ (← links)
• Estimation and simulation of autoregressive Hilbertian processes with exogenous variables (Q2573221) ‎ (← links)
• A two–stage approach to additive time series models (Q4469572) ‎ (← links)
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors (Q4665866) ‎ (← links)
• THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883) ‎ (← links)
• Nonparametric multidimensional fixed effects panel data models (Q5865515) ‎ (← links)
• Average regression surface for dependent data (Q5926425) ‎ (← links)