Pages that link to "Item:Q5411523"
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The following pages link to UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (Q5411523):
Displayed 28 items.
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
- ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Robustify Financial Time Series Forecasting with Bagging (Q5080461) (← links)
- NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
- UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
- Nonparametric estimation of a smooth trend in the presence of a periodic sequence (Q6101699) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation (Q6190700) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)