Pages that link to "Item:Q4629278"
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The following pages link to Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278):
Displaying 8 items.
- Inadmissibility but near optimality of an estimator of correlated response variance under additive models (Q689383) (← links)
- Additive models with autoregressive symmetric errors based on penalized regression splines (Q2135912) (← links)
- On multivariate nonlinear regression models with stationary correlated errors (Q2382900) (← links)
- On multiple regression models with nonstationary correlated errors (Q3429968) (← links)
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS (Q4512509) (← links)
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors (Q5864378) (← links)
- Locally Stationary Multiplicative Volatility Modeling (Q6149862) (← links)
- Varying-coefficient model and applications for the periodic time series (Q6585933) (← links)
