Pages that link to "Item:Q4694198"
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The following pages link to Functional-Coefficient Autoregressive Models (Q4694198):
Displaying 50 items.
- Local partial-likelihood estimation for lifetime data (Q123405) (← links)
- Flexible generalized varying coefficient regression models (Q126898) (← links)
- Functional coefficient instrumental variables models (Q274916) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- Projection-type estimation for varying coefficient regression models (Q408095) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Fuzzy transforms method in prediction data analysis (Q429378) (← links)
- Empirical likelihood for single-index varying-coefficient models (Q442078) (← links)
- A quantile varying-coefficient regression approach to length-biased data modeling (Q485909) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
- Investigating asymptotic properties of vector nonlinear time series models (Q645738) (← links)
- Testing the constancy in varying-coefficient regression models (Q649101) (← links)
- Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic (Q671341) (← links)
- Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
- Two-step likelihood estimation procedure for varying-coefficient models (Q697475) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
- Proportional hazards model with varying coefficients for length-biased data (Q746536) (← links)
- Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- Simulation-based two-stage estimation for multiple nonparametric regression (Q901506) (← links)
- Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- Estimation in covariate-adjusted regression (Q959410) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- Penalized spline estimation for functional coefficient regression models (Q962336) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- Efficient estimation of adaptive varying-coefficient partially linear regression model (Q1012226) (← links)
- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables (Q1020117) (← links)
- Varying-coefficient single-index model (Q1023472) (← links)
- Statistical estimation in varying coefficient models with surrogate data and validation sampling (Q1036803) (← links)