Pages that link to "Item:Q988002"

The following pages link to Nonparametric inference of quantile curves for nonstationary time series (Q988002):

Displaying 18 items.

• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Nonparametric regression for locally stationary time series (Q741799) (← 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)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• Identifying shifts between two regression curves (Q2230873) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
• Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function (Q5860966) (← links)
• Nonparametric Inference for Time-Varying Coefficient Quantile Regression (Q6616600) (← links)
• Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (Q6617794) (← links)
• Locally Stationary Quantile Regression for Inflation and Interest Rates (Q6620907) (← links)
• Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model (Q6626344) (← links)