Pages that link to "Item:Q939666"
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The following pages link to Confidence bands in nonparametric time series regression (Q939666):
Displaying 38 items.
- Modelling time trend via spline confidence band (Q421413) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Simultaneous confidence bands for nonparametric regression with missing covariate data (Q825067) (← links)
- Simultaneous inference of the partially linear model with a multivariate unknown function (Q830711) (← links)
- Simultaneous inference of the mean of functional time series (Q887244) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- A smooth simultaneous confidence band for correlation curve (Q1616692) (← links)
- Simultaneous nonparametric regression analysis of sparse longitudinal data (Q1708991) (← links)
- Statistical inference for partially linear stochastic models with heteroscedastic errors (Q1800124) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
- Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs (Q2032215) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Oracally efficient estimation for dense functional data with holiday effects (Q2177735) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection (Q2397982) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Nonparametric inference of discretely sampled stable Lévy processes (Q2630086) (← links)
- Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- Simultaneous inference for the mean function based on dense functional data (Q2892931) (← links)
- Conditional variance estimation in regression models with long memory (Q2931595) (← links)
- Simultaneous confidence bands for time-series prediction function (Q3068117) (← links)
- Spline confidence bands for variance functions in nonparametric time series regressive models (Q3145393) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- Confidence intervals using orthonormally weighted standardized time series (Q4575344) (← links)
- A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data (Q4975407) (← links)
- A Simultaneous Confidence Band for Dense Longitudinal Regression (Q5177613) (← links)
- Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates (Q6039874) (← links)
- Nonparametric quantile regression for time series with replicated observations and its application to climate data (Q6579152) (← links)
- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\) (Q6589573) (← links)
- Prediction in Locally Stationary Time Series (Q6620858) (← links)
- Adaptive deep learning for nonlinear time series models (Q6632604) (← links)
- Process Monitoring ROC Curve for Evaluating Dynamic Screening Methods (Q6636544) (← links)
- An Effective Method for Online Disease Risk Monitoring (Q6636545) (← links)
