Pages that link to "Item:Q2510916"
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The following pages link to Empirical likelihood inference for semiparametric model with linear process errors (Q2510916):
Displaying 20 items.
- Empirical likelihood for partially linear models under negatively associated errors (Q328840) (← links)
- Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors (Q394452) (← links)
- Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models (Q397226) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
- Statistical inferences in a partially linear model with autoregressive errors (Q2087660) (← links)
- Empirical Likelihood for Linear Models Under Linear Process Errors (Q2794789) (← links)
- Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models (Q2859292) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model (Q2903802) (← links)
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors (Q5079044) (← links)
- Empirical likelihood inferences for varying coefficient partially nonlinear models (Q5138550) (← links)
- Empirical likelihood inference for error density estimators in first-order autoregression models (Q5160179) (← links)
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure (Q5299495) (← links)
- Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors (Q5299872) (← links)
- Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors (Q6549195) (← links)
