Pages that link to "Item:Q528037"

The following pages link to Estimation of semiparametric locally stationary diffusion models (Q528037):

Displaying 22 items.

• Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
• Nonparametric regression for locally stationary time series (Q741799) (← links)
• Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
• Indirect inference for locally stationary models (Q2024470) (← links)
• Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
• Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
• Detecting gradual changes in locally stationary processes (Q2343960) (← links)
• Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
• Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558) (← links)
• LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS (Q5208913) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
• Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors (Q5863652) (← links)
• Continuous-time locally stationary time series models (Q6068849) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
• Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective (Q6145601) (← links)
• Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
• Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)