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.
- Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
- SiZer analysis for the comparison of time series (Q730818) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- Nonparametric spatial regression under near-epoch dependence (Q738148) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation (Q738398) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence (Q744753) (← links)
- Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis (Q746217) (← links)
- Multiple-index approach to multiple autoregressive time series model (Q746264) (← links)
- Goodness of fit in nonlinear dynamics: misspecified rates or misspecified states? (Q746667) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Quantifying the average of the time-varying hazard ratio via a class of transformations (Q747362) (← links)
- Data sharpening methods in multivariate local quadratic regression (Q764494) (← links)
- On the construction of a nonlinear recursive predictor (Q818269) (← links)
- The asymptotic normality of internal estimator for nonparametric regression (Q824757) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Strong consistency of the distribution estimator in the nonlinear autoregressive time series (Q893165) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions (Q930649) (← links)
- Semiparametric detection of significant activation for brain fMRI (Q939660) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Learning from dependent observations (Q958916) (← links)
- Spatial smoothing, nugget effect and infill asymptotics (Q958927) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Improved likelihood-based inference for the stationary AR(2) model (Q963904) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
