Pages that link to "Item:Q1866762"

The following pages link to Nonlinear time series. Nonparametric and parametric methods (Q1866762):

Displaying 50 items.

• Bayesian multi-regime smooth transition regression with ordered categorical variables (Q1927195) (← links)
• Identification of Wiener, Hammerstein, and NARX systems as Markov chains with improved estimates for their nonlinearities (Q1932733) (← links)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• Inference for modulated stationary processes (Q1940756) (← links)
• Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946) (← links)
• Semiparametric regression during 2003--2007 (Q1952023) (← links)
• Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• A scalar dynamic conditional correlation model: structure and estimation (Q1989915) (← links)
• Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
• A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors (Q2038963) (← links)
• Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
• Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
• A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach (Q2054638) (← links)
• Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
• Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
• Asymptotics for \(L_1\)-wavelet method for nonparametric regression (Q2069557) (← links)
• Asymptotic normality of the relative error regression function estimator for censored and time series data (Q2076957) (← links)
• Spatio-temporal expanding distance asymptotic framework for locally stationary processes (Q2082342) (← links)
• Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis (Q2105191) (← links)
• Conditional rotation between forecasting models (Q2106365) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
• Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism (Q2123923) (← links)
• Rank determination in tensor factor model (Q2136659) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
• Spatial quantile estimation of multivariate threshold time series models (Q2146847) (← links)
• Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
• Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
• Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
• Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
• Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
• Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
• Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• A manifold learning approach to dimensionality reduction for modeling data (Q2214972) (← links)
• Maximum independent component analysis with application to EEG data (Q2218032) (← links)
• Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Bootstrap prediction in univariate volatility models with leverage effect (Q2228747) (← links)
• Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Nonparametric local linear estimation of the relative error regression function for twice censored data (Q2244597) (← links)
• Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics (Q2247925) (← links)
• Specification test for Markov models with measurement errors (Q2252889) (← links)