Pages that link to "Item:Q1374227"

The following pages link to Large-sample inference for nonparametric regression with dependent errors (Q1374227):

Displaying 36 items.

• Computation of Spatial Gini Coefficients (Q2807600) (← links)
• Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
• Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087) (← links)
• NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
• STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
• A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
• INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS (Q3652624) (← links)
• (Q4242457) (← links)
• Prediction and nonparametric estimation for time series with heavy tails (Q4431622) (← links)
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
• The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
• Nonparametric estimation under long memory dependence (Q4470130) (← links)
• On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
• Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475) (← links)
• MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
• ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
• Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
• Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
• Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
• INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
• Surface estimation under local stationarity (Q5256288) (← links)
• Estimation of harmonic component in regression with cyclically dependent errors (Q5263974) (← links)
• Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
• Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory (Q5283082) (← links)
• Non‐parametric smoothing and prediction for nonlinear circular time series (Q5397938) (← links)
• Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
• Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
• Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors (Q5481739) (← links)
• ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (Q5697630) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• Large‐scale covariate‐assisted two‐sample inference under dependence (Q5887767) (← links)
• Central limit theorems for long range dependent spatial linear processes (Q5963504) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)