Pages that link to "Item:Q4216694"
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The following pages link to Efficient estimation of conditional variance functions in stochastic regression (Q4216694):
Displaying 50 items.
- ROC curve and covariates: extending induced methodology to the non-parametric framework (Q70717) (← links)
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Nonparametric frontier estimation via local linear regression (Q288362) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Asymmetric conditional correlations in stock returns (Q312957) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
- Confidence sets in nonparametric calibration of exponential Lévy models (Q457186) (← links)
- A smooth simultaneous confidence band for conditional variance function (Q497866) (← links)
- Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models (Q619139) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
- Empirical likelihood analysis of longitudinal data involving within-subject correlation (Q692725) (← links)
- Variance estimation for high-dimensional regression models (Q697472) (← links)
- Modelling conditional variance function in industrial data: a case study (Q713897) (← links)
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← links)
- On the estimation of a monotone conditional variance in nonparametric regression (Q734411) (← links)
- Nonparametric least squares estimation in derivative families (Q736532) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- On conditional variance estimation in nonparametric regression (Q746272) (← links)
- Smoothing and preservation of irregularities using local linear fitting. (Q834015) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Testing heteroscedasticity by wavelets in a nonparametric regression model (Q867776) (← links)
- Tests for the equality of conditional variance functions in nonparametric regression (Q887246) (← links)
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129) (← links)
- Conditional variance estimation in heteroscedastic regression models (Q958779) (← links)
- Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Testing the equality of linear single-index models (Q962211) (← links)
- Modeling epigenetic modifications under multiple treatment conditions (Q962370) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Error process indexed by bandwidth matrices in multivariate local linear smoothing (Q1268017) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- A smooth simultaneous confidence band for correlation curve (Q1616692) (← links)
- Variance estimation for semiparametric regression models by local averaging (Q1616704) (← links)
- Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
- Root-\(n\) consistent kernel density estimation in practice (Q1669819) (← links)
