Pages that link to "Item:Q834360"
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The following pages link to Local linear quantile estimation for nonstationary time series (Q834360):
Displaying 14 items.
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
- Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
- Multiscale jump testing and estimation under complex temporal dynamics (Q6565327) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\) (Q6589573) (← links)
- A composite Bayesian approach for quantile curve fitting with non-crossing constraints (Q6597433) (← links)
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression (Q6616600) (← links)
- Prediction in Locally Stationary Time Series (Q6620858) (← links)
- Locally Stationary Quantile Regression for Inflation and Interest Rates (Q6620907) (← links)
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series (Q6621654) (← links)
- Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
