Pages that link to "Item:Q1868289"
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The following pages link to Estimating the innovation distribution in nonlinear autoregressive models (Q1868289):
Displaying 18 items.
- Some developments in semiparametric statistics (Q715787) (← links)
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- Estimators for alternating nonlinear autoregression (Q2519039) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- Innovational Outliers in INAR(1) Models (Q3064076) (← links)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
- Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
- Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
- A dependent counting INAR model with serially dependent innovation (Q5861472) (← links)
- Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
- Efficient density estimation in an AR(1) model (Q6144410) (← links)
