Pages that link to "Item:Q4741612"
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The following pages link to A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation (Q4741612):
Displaying 16 items.
- Consistent model specification tests (Q91781) (← links)
- Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Model specification testing of time series regressions (Q1057606) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- A multiplicative bias reduction method for nonparametric regression (Q1324598) (← links)
- Nonparametric estimation of joint discrete-continuous probability densities with applications (Q1338379) (← links)
- A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators (Q1350855) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
- Two-stage rank estimation of quantile index models (Q5928975) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)
