Pages that link to "Item:Q693729"

The following pages link to Inference of time-varying regression models (Q693729):

Displaying 38 items.

• Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Estimating smooth structural change in cointegration models (Q341906) (← links)
• Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
• Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
• Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
• A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
• Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• Efficient semiparametric estimation in time-varying regression models (Q4567920) (← links)
• Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• Clustering High-Dimensional Time Series Based on Parallelism (Q5327288) (← links)
• Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors (Q5863652) (← links)
• A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
• The distribution of rolling regression estimators (Q6108308) (← links)
• Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
• Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
• Time-varying multivariate causal processes (Q6118719) (← links)
• Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data (Q6138630) (← links)
• Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
• Nonparametric Inference for Time-Varying Coefficient Quantile Regression (Q6616600) (← links)
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
• Prediction in Locally Stationary Time Series (Q6620858) (← links)
• Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization (Q6621328) (← links)
• Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (Q6623164) (← links)
• Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)