Pages that link to "Item:Q4677110"

The following pages link to Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach (Q4677110):

Displaying 50 items.

• Polynomial spline estimation for partial functional linear regression models (Q311319) (← links)
• Varying coefficient partially functional linear regression models (Q345381) (← links)
• Variable selection for single-index varying-coefficient model (Q372228) (← links)
• Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
• Spline estimators for semi-functional linear model (Q419160) (← links)
• Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
• Recent history functional linear models for sparse longitudinal data (Q622454) (← links)
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method (Q736590) (← links)
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
• Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
• Fast inference for semi-varying coefficient models via local averaging (Q830452) (← links)
• Modeling vector nonlinear time series using POLYMARS (Q951846) (← links)
• Functional coefficient autoregressive models for vector time series (Q959434) (← links)
• Boosting nonlinear additive autoregressive time series (Q961660) (← links)
• Penalized spline estimation for functional coefficient regression models (Q962336) (← links)
• Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Estimation and variable selection for quantile partially linear single-index models (Q1679574) (← links)
• Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
• A novel partial-linear single-index model for time series data (Q1727926) (← links)
• Non-asymptotic approach to varying coefficient model (Q1951122) (← links)
• Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
• Time-varying auto-regressive models for count time-series (Q2044402) (← links)
• Wavelet-based estimation of generalized discriminant functions (Q2049568) (← links)
• Estimation of functional-coefficient autoregressive models with measurement error (Q2079617) (← links)
• Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
• Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
• Robust estimation for partial functional linear regression model based on modal regression (Q2200112) (← links)
• Spline estimation of functional coefficient regression models for time series with correlated errors (Q2251711) (← links)
• Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
• Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
• Adaptive estimation for varying coefficient models (Q2348441) (← links)
• SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
• Functional coefficient autoregressive conditional root model (Q2391922) (← links)
• Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
• Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework (Q2444662) (← 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)
• High-dimensional black-box optimization under uncertainty (Q2669612) (← links)
• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series (Q2798518) (← links)
• Variable selection for additive model via cumulative ratios of empirical strengths total (Q2832019) (← links)
• Single-index coefficient models for nonlinear time series (Q3021174) (← links)
• Polynomial spline estimation for nonparametric (auto-)regressive models (Q3074482) (← links)
• General partially linear varying-coefficient transformation models for ranking data (Q3168254) (← links)
• Multivariate functional-coefficient regression models for nonlinear vector time series data (Q3191473) (← links)
• Estimation for semi-functional linear regression (Q3462155) (← links)
• Reducing component estimation for varying coefficient models (Q3525833) (← links)
• Functional-Coefficient Regression Models for Nonlinear Time Series (Q4541319) (← links)
• Wavelet estimation of functional coefficient regression models (Q4603598) (← links)