Pages that link to "Item:Q1299541"
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The following pages link to Nonparametric vector autoregression (Q1299541):
Displaying 42 items.
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Nonparametric semirecursive identification in a wide sense of strong mixing processes (Q619515) (← links)
- Asymptotic properties of local polynomial regression with missing data and correlated errors (Q734422) (← links)
- Multiple-index approach to multiple autoregressive time series model (Q746264) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- Nonstationary nonlinear heteroskedasticity. (Q1858976) (← links)
- Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
- Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression (Q1956880) (← links)
- On a Nadaraya-Watson estimator with two bandwidths (Q2044390) (← links)
- Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- Estimation of a structural vector autoregression model using non-Gaussianity (Q2896095) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- Structural Vector Autoregressions With Nonnormal Residuals (Q3160939) (← links)
- Non-parametric estimation of a multiscale CHARN model using SVR (Q3182652) (← links)
- NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS (Q3465605) (← links)
- Single‐Index Additive Vector Autoregressive Time Series Models (Q3552958) (← links)
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS (Q4540657) (← links)
- Finite nonparametric grach model for foreign exchange volatility (Q4541728) (← links)
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
- Nonparametric Multistep-Ahead Prediction in Time Series Analysis (Q4819022) (← links)
- Nonparametric Autoregression with Multiplicative Volatility and Additive mean (Q4939819) (← links)
- ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
- A Multivariate Quantile Predictor (Q5201479) (← links)
- THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883) (← links)
- Durations, volume and the prediction of financial returns in transaction time (Q5697321) (← links)
- \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
