Irregular nonparametric autoregression
From MaRDI portal
Publication:6632626
DOI10.3150/24-bej1748MaRDI QIDQ6632626
Publication date: 5 November 2024
Published in: Bernoulli (Search for Journal in Brave)
Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Semiparametric efficient estimation of dynamic panel data models
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- Volatility estimation under one-sided errors with applications to limit order books
- Adaptive function estimation in nonparametric regression with one-sided errors
- Estimation for first-order autoregressive processes with positive or bounded innovations
- Nonparametric ``regression when errors are positioned at end-points
- Fitting dynamic factor models to non-stationary time series
- Nonparametric regression for locally stationary time series
- Estimation of autoregressive models with epsilon-skew-normal innovations
- Extremes and related properties of random sequences and processes
- M-estimation for autoregression with infinite variance
- Formulation and estimation of stochastic frontier production function models
- Stochastic panel frontiers: A semiparametric approach
- Limit distributions for linear programming time series estimators
- Parameter estimation for moving averages with positive innovations
- Towards a general theory for nonlinear locally stationary processes
- On adaptive estimation in stationary ARMA processes
- Limiting distributions of linear programming estimators
- A likelihood approximation for locally stationary processes
- Gaussian and non-Gaussian linear time series and random fields
- Cross validation for locally stationary processes
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
- First-order autoregressive gamma sequences and point processes
- Estimation for autoregressive processes with positive innovations
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Nonregular regression
- Interval Estimation for a First‐Order Positive Autoregressive Process
- Likelihood analysis of a first‐order autoregressive model with exponential innovations
- Predictor Selection for Positive Autoregressive Processes
- ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
- Non-Gaussian Autoregressive-Type Time Series
- Bootstrapping Locally Stationary Processes
- Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors
- On extreme values in stationary sequences
- Multivariate boundary regression models
- Introduction to nonparametric estimation
This page was built for publication: Irregular nonparametric autoregression