Pages that link to "Item:Q5950042"

The following pages link to Local polynomial estimation with a FARIMA-GARCH error process (Q5950042):

Displaying 17 items.

• Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
• On spline regression under Gaussian subordination with long memory (Q618157) (← links)
• Some results on random design regression with long memory errors and predictors (Q710817) (← links)
• Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
• Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
• A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← links)
• On location estimation for LARCH processes (Q2507743) (← links)
• On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
• Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
• SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
• On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
• Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation (Q6112445) (← links)
• Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors (Q6669474) (← links)