Pages that link to "Item:Q2343961"
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The following pages link to Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961):
Displaying 26 items.
- Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
- Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
- Indirect inference for locally stationary models (Q2024470) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series (Q3615074) (← links)
- A cluster tree based model selection approach for logistic regression classifier (Q4960617) (← links)
- A semiparametric approach for modelling multivariate nonlinear time series (Q5107611) (← links)
- Improved robust model selection methods for a Lévy nonparametric regression in continuous time (Q5228594) (← links)
- Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes (Q5242468) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\) (Q6589573) (← links)
- Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets (Q6604272) (← links)
- Tracking optimization in nonparametric identification of time-varying nonlinear systems (Q6619611) (← links)
- Network-Based Clustering for Varying Coefficient Panel Data Models (Q6620885) (← links)
- Adaptive deep learning for nonlinear time series models (Q6632604) (← links)
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)
- Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
