Pages that link to "Item:Q4376591"
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The following pages link to Bandwidth selection for kernel regression with long-range dependent errors (Q4376591):
Displaying 30 items.
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- On rapid change points under long memory (Q989259) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Computation of Spatial Gini Coefficients (Q2807600) (← links)
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series (Q2863050) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
- Surface estimation under local stationarity (Q5256288) (← links)
- On the asymptotic variance in nonparametric regression with fractional time-series errors (Q5434737) (← links)
- Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623) (← links)
- Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)
- An extended exponential SEMIFAR model with application in R (Q6641313) (← links)
