Pages that link to "Item:Q2630164"

The following pages link to Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164):

Displaying 7 items.

• Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
• Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
• A convolution estimator for the density of nonlinear regression observations (Q2911718) (← links)
• A joint test for parametric specification and independence in nonlinear regression models (Q5860965) (← links)
• Non parametric estimations of the conditional density and mode when the regressor and the response are curves (Q6114246) (← links)