Pages that link to "Item:Q1866762"

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

Displaying 50 items.

• On the local linear modelization of the conditional distribution for functional data (Q2257033) (← links)
• Estimating a density under pointwise constraints on the derivatives (Q2261923) (← links)
• A robust test for mean change in dependent observations (Q2261987) (← links)
• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
• Dynamic influence prediction of social network based on partial autoregression single index model (Q2296529) (← links)
• Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
• Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic (Q2317179) (← links)
• Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident (Q2318676) (← links)
• Recursive identification of quantized linear systems (Q2320614) (← links)
• Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles (Q2324301) (← links)
• A model specification test for the variance function in nonparametric regression (Q2324330) (← links)
• Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data (Q2328064) (← links)
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
• Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
• Spot volatility estimation using delta sequences (Q2339119) (← links)
• Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (Q2339518) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Fitting EXPAR models through the extended Kalman filter (Q2347553) (← links)
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
• SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
• Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
• Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
• A dynamic logistic regression for network link prediction (Q2360852) (← links)
• Optimal properties of centroid-based classifiers for very high-dimensional data (Q2380097) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Learning management knowledge for manufacturing systems in the early stages using time series data (Q2383116) (← links)
• Local linear spatial regression (Q2388333) (← links)
• Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection (Q2397982) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
• Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (Q2408890) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• Profile control charts based on nonparametric \(L-1\) regression methods (Q2428760) (← links)
• Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
• Identification of an additive nonlinear system and its applications in generalized Hammerstein models (Q2440613) (← links)
• Towards identification of Wiener systems with the least amount of a priori information on the nonlinearity (Q2440675) (← links)
• Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
• Multiscale adaptive smoothing models for the hemodynamic response function in fMRI (Q2443156) (← links)
• Fast learning from \(\alpha\)-mixing observations (Q2443266) (← links)
• Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
• Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood (Q2447659) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Nonparametric estimation and inference for conditional density based Granger causality measures (Q2451777) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Existence, uniqueness, and global attractivity of positive solutions and MLE of the parameters to the logistic equation with random perturbation (Q2461494) (← links)
• Conditional density estimation in a regression setting (Q2473073) (← links)
• A test for model specification of diffusion processes (Q2477057) (← links)
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)