Pages that link to "Item:Q4665859"

The following pages link to Identification of Non-Linear Additive Autoregressive Models (Q4665859):

Displaying 50 items.

• Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• Component selection in additive quantile regression models (Q397238) (← links)
• Modelling time trend via spline confidence band (Q421413) (← links)
• An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
• Oracally efficient estimation for single-index link function with simultaneous confidence band (Q491416) (← links)
• Nonparametric lag selection for nonlinear additive autoregressive models (Q547087) (← links)
• Nonparametric additive model-assisted estimation for survey data (Q548647) (← links)
• Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
• Spline-backfitted kernel smoothing of partially linear additive model (Q710767) (← links)
• Jump detection in time series nonparametric regression models: a polynomial spline approach (Q743999) (← links)
• Efficient and fast spline-backfitted kernel smoothing of additive models (Q841015) (← links)
• Constrained polynomial spline estimation of monotone additive models (Q897622) (← links)
• Boosting nonlinear additive autoregressive time series (Q961660) (← links)
• Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band (Q990887) (← links)
• Boosting techniques for nonlinear time series models (Q1633230) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Automatic specification of piecewise linear additive models: application to forecasting natural gas demand (Q1702297) (← links)
• A novel partial-linear single-index model for time series data (Q1727926) (← links)
• Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
• Variable selection of varying coefficient models in quantile regression (Q1950855) (← links)
• Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
• On the simultaneous estimation of delay model parameters in economic dynamics (Q2153253) (← links)
• Oracally efficient estimation for dense functional data with holiday effects (Q2177735) (← links)
• Automatic identification of curve shapes with applications to ultrasonic vocalization (Q2189587) (← links)
• Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
• Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection (Q2397982) (← links)
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072) (← links)
• Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter (Q2516050) (← links)
• Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
• Modal additive models with data-driven structure identification (Q2668575) (← links)
• A distance-based test of independence between two multivariate time series (Q2692924) (← links)
• Nonparametric lag selection for time series models (Q2744945) (← links)
• Spline estimation of a semiparametric GARCH model (Q2826010) (← links)
• Variable selection for additive model via cumulative ratios of empirical strengths total (Q2832019) (← links)
• Autoregressive coefficient estimation in nonparametric analysis (Q2851985) (← links)
• Simultaneous inference for the mean function based on dense functional data (Q2892931) (← links)
• A plug-in the number of knots selector for polynomial spline regression (Q2934389) (← 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)
• (Q3494858) (← links)
• An adaptive orthogonal search algorithm for model subset selection and non-linear system identification (Q3543004) (← links)
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (Q4319838) (← links)
• NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS (Q4807339) (← links)
• Regression models with ordered multiple categorical predictors (Q4960754) (← links)
• Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
• Autoregressive density modeling with the Gaussian process mixture transition distribution (Q5063319) (← links)
• The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors (Q5078260) (← links)
• EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
• SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL (Q5187621) (← links)