Pages that link to "Item:Q4665866"

The following pages link to Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors (Q4665866):

Displaying 34 items.

• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• Polynomial spline confidence bands for time series trend (Q419264) (← links)
• Oracally efficient estimation for single-index link function with simultaneous confidence band (Q491416) (← links)
• Asymptotic properties of local polynomial regression with missing data and correlated errors (Q734422) (← links)
• A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
• Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
• Optimal difference-based estimation for partially linear models (Q1643015) (← links)
• A novel partial-linear single-index model for time series data (Q1727926) (← links)
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression (Q1750258) (← links)
• On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
• Two tests for heterocedasticity in nonparametric regression (Q2430230) (← links)
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
• Autoregressive coefficient estimation in nonparametric analysis (Q2851985) (← links)
• Nonparametric regression with rescaled time series errors (Q2852596) (← links)
• Constrained spline regression in the presence of AR(p) errors (Q2863052) (← links)
• Nonparametric Trend Estimation for Periodic Autoregressive Time Series (Q3396347) (← links)
• A Simple Estimator of Error Correlation in Non-parametric Regression Models (Q3440881) (← links)
• On inference for a semiparametric partially linear regression model with serially correlated errors (Q3512631) (← links)
• Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278) (← links)
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors (Q4819555) (← links)
• Bandwidth selection for kernel regression with correlated errors (Q5402473) (← links)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)
• Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)
• Nonparametric spatial regression with spatial autoregressive error structure (Q5739650) (← links)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
• Kernel regression for estimating regression function and its derivatives with unknown error correlations (Q6177659) (← links)
• On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
• Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error (Q6561256) (← links)
• A data-driven approach to detecting change points in linear regression models (Q6626120) (← links)