Pages that link to "Item:Q1866762"
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The following pages link to Nonlinear time series. Nonparametric and parametric methods (Q1866762):
Displaying 50 items.
- Covariate assisted screening and estimation (Q482879) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Risks of large portfolios (Q494174) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Failure time regression with continuous informative auxiliary covariates (Q499787) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- Nonlinear time series: computations and applications (Q613795) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Probability-based least square support vector regression metamodeling technique for crashworthiness optimization problems (Q633524) (← links)
- Difference based estimation for partially linear regression models with measurement errors (Q634544) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- Degradation modeling applied to residual lifetime prediction using functional data analysis (Q641105) (← links)
- Time-varying coefficient estimation in differential equation models with noisy time-varying covariates (Q642222) (← links)
- Investigating asymptotic properties of vector nonlinear time series models (Q645738) (← links)
- Time-based metamodeling technique for vehicle crashworthiness optimization (Q658868) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- On nonergodicity for nonparametric autoregressive models (Q681119) (← links)
- Convergence rates of wavelet estimators in semiparametric regression models under NA samples (Q692460) (← links)
- Asymptotic normality of wavelet density estimator under censored dependent observations (Q692737) (← links)
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
- Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Limiting spectral distribution of random \(k\)-circulants (Q715749) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- A copula entropy approach to correlation measurement at the country level (Q720659) (← links)
- Filtering out high frequencies in time series using F-transform (Q726377) (← links)
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
