Pages that link to "Item:Q3316426"

The following pages link to Regression Models with Time Series Errors (Q3316426):

Displaying 23 items.

• Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
• Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
• Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
• Asymptotic inference in regression models with autoregressive errors having roots on the unit circle (Q899769) (← links)
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors (Q961944) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
• Time series analysis of covariance based on linear transfer function models (Q2417983) (← links)
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
• A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419) (← links)
• Signs of impact effects in time series regression models (Q2512333) (← links)
• Bridge estimation for linear regression models with mixing properties (Q2802877) (← links)
• Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(<b><i>p</i></b>, 0, 1) Random Errors (Q4434425) (← links)
• Regression Model Selection—A Residual Likelihood Approach (Q4670769) (← links)
• Testing for white noise against locally stationary alternatives (Q4969863) (← links)
• Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189) (← links)
• Model selection for time series with nonlinear trend (Q5104523) (← links)
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)
• Testing for Equal Predictability of Stationary ARMA Processes (Q5123345) (← links)
• Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors (Q5129072) (← links)
• Penalized regression models with autoregressive error terms (Q5218904) (← links)
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)
• A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)