Pages that link to "Item:Q4939819"

The following pages link to Nonparametric Autoregression with Multiplicative Volatility and Additive mean (Q4939819):

Displaying 31 items.

• A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
• Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
• Semi- and nonparametric ARCH processes (Q609736) (← links)
• Efficient and fast spline-backfitted kernel smoothing of additive models (Q841015) (← links)
• Detecting serial dependencies with the reproducibility probability autodependogram (Q1621659) (← links)
• An algorithm for nonparametric GARCH modelling. (Q1852883) (← links)
• Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression (Q1956880) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• Nonparametric multiplicative heteroscedasticity in multi-dimensional regression (Q2398410) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072) (← links)
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
• Curve of Correlation for Time Series (Q2821044) (← links)
• Variable selection for additive model via cumulative ratios of empirical strengths total (Q2832019) (← links)
• LOCAL INSTRUMENTAL VARIABLE METHOD FOR THE GENERALIZED ADDITIVE-INTERACTIVE NONLINEAR VOLATILITY MODEL ESTIMATION (Q2890707) (← links)
• Splines for Financial Volatility (Q2920261) (← links)
• The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models (Q3593533) (← links)
• Semiparametric estimation of Value at Risk (Q4458356) (← links)
• Finite nonparametric grach model for foreign exchange volatility (Q4541728) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• Identification of Non-Linear Additive Autoregressive Models (Q4665859) (← links)
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach (Q4677110) (← links)
• SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL (Q5187621) (← links)
• THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883) (← links)
• Oracally Efficient Two-Step Estimation of Generalized Additive Model (Q5327291) (← links)
• Local Likelihood for non‐parametric ARCH(1) models (Q5467603) (← links)
• Testing for Serial Independence: Beyond the Portmanteau Approach (Q5882535) (← links)
• Testing additivity in generalized nonparametric regression models with estimated parameters (Q5944499) (← links)
• Nonparametric volatility prediction (Q6601087) (← links)