Pages that link to "Item:Q1848865"
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The following pages link to Nonparametric estimation in null recurrent time series. (Q1848865):
Displaying 15 items.
- SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
- ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative <i>R</i>‐Statistics and <i>L</i>‐Statistics (Q5251509) (← links)
- ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS (Q5696351) (← links)
- Nonparametric Estimation of the Bivariate Recurrence Time Distribution (Q5714621) (← links)
- UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
- A New Class of Bivariate Threshold Cointegration Models (Q6616613) (← links)
