Pages that link to "Item:Q2485976"
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The following pages link to Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976):
Displaying 15 items.
- Rate of uniform consistency for a class of mode regression on functional stationary ergodic data (Q518882) (← links)
- Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
- Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data (Q670191) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression (Q1956880) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
- Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
- Vector-on-function quantile regression for stationary ergodic processes (Q2355257) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data (Q2633965) (← links)
- Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
- Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
- (Q4675736) (← links)
- Nonparametric Autoregression with Multiplicative Volatility and Additive mean (Q4939819) (← links)
- Real-time estimation for functional stochastic regression models (Q5036889) (← links)
