Pages that link to "Item:Q1866762"

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

Displaying 50 items.

• A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
• A bootstrap test for time series linearity (Q993830) (← links)
• Asymptotics for sliced average variance estimation (Q997370) (← links)
• Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
• An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
• Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830) (← links)
• Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise (Q1020982) (← links)
• Towards identification of Wiener systems with the least amount of a priori information: IIR cases (Q1023361) (← links)
• Forecasting time series using principal component analysis with respect to instrumental variables (Q1023449) (← links)
• Nonparametric conditional hazard rate estimation: a local linear approach (Q1023572) (← links)
• Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
• Testing diffusion processes for non-stationarity (Q1028540) (← links)
• Local linear regression for data with AR errors (Q1036922) (← links)
• Approximating conditional density functions using dimension reduction (Q1036923) (← links)
• Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
• Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
• Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
• On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
• Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
• On some chaos techniques and the modelling of nonlinear time series (Q1391964) (← links)
• Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach (Q1615195) (← links)
• On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
• Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data (Q1623427) (← links)
• The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
• Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model (Q1642436) (← links)
• Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
• Nearest neighbor estimates of regression (Q1658417) (← links)
• Time-varying quantile single-index model for multivariate responses (Q1663105) (← links)
• Confidence regions for entries of a large precision matrix (Q1668572) (← links)
• Conditional independence graph for nonlinear time series and its application to international financial markets (Q1672948) (← links)
• Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
• Data-based stochastic model reduction for the Kuramoto-Sivashinsky equation (Q1686773) (← links)
• A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Estimated conditional score function for missing mechanism model with nonignorable nonresponse (Q1700701) (← links)
• Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
• Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors (Q1709424) (← links)
• Fault prediction for nonlinear system using sliding ARMA combined with online LS-SVR (Q1718947) (← links)
• Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
• Banded spatio-temporal autoregressions (Q1739642) (← links)
• Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
• Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
• Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
• Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series (Q1788721) (← links)
• Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
• Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
• Recursive identification of systems with binary-valued outputs and with ARMA noises (Q1796990) (← links)
• Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
• Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
• Nonlinear Poisson autoregression (Q1925990) (← links)