Pages that link to "Item:Q4361764"
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The following pages link to A Review of Nonparametric Time Series Analysis (Q4361764):
Displaying 39 items.
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Estimation of a measure of local correlation for independent samples and time series data (Q361230) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Estimation of a nonparametric regression spectrum for multivariate time series (Q537240) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
- Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
- Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach (Q1615195) (← links)
- Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
- Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
- Nonlinear models for ground-level ozone forecasting (Q1766975) (← links)
- Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
- Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
- Estimation of nonparametric regression models by wavelets (Q2082048) (← links)
- Modeling of time series using random forests: theoretical developments (Q2209824) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← links)
- Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator (Q2510031) (← links)
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data (Q2864653) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- Nonparametric approach to intervention time series modeling (Q3168245) (← links)
- MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES (Q4540568) (← links)
- (Q5101698) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
- Average regression surface for dependent data (Q5926425) (← links)
- Local linear regression for estimating time series data. (Q5941550) (← links)
- Spline based Hermite quasi-interpolation for univariate time series (Q6105358) (← links)
- Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632) (← links)
- Flexible conditional density estimation for time series (Q6593995) (← links)
- Model-free prediction of time series: a nonparametric approach (Q6611237) (← links)
