Pages that link to "Item:Q4807317"
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The following pages link to ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY (Q4807317):
Displaying 10 items.
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- Smooth backfitting in additive inverse regression (Q312597) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
- Additive inverse regression models with convolution-type operators (Q2441045) (← links)
- Semiparametric Estimation in General Repeated Measures Problems (Q5434732) (← links)
- Local Likelihood for non‐parametric ARCH(1) models (Q5467603) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
- Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)