Pages that link to "Item:Q1848865"

The following pages link to Nonparametric estimation in null recurrent time series. (Q1848865):

Displaying 50 items.

• A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
• Estimation of partial differential equations with applications in finance (Q295399) (← links)
• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• Nonparametric LAD cointegrating regression (Q391595) (← links)
• Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
• Asymptotic theory for fractional regression models via Malliavin calculus (Q430976) (← links)
• A specification test for nonlinear nonstationary models (Q447823) (← links)
• Monte Carlo methods for improper target distributions (Q485919) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
• Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
• Robust estimation in a nonlinear cointegration model (Q847424) (← links)
• Threshold models in time series analysis -- some reflections (Q888344) (← links)
• Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
• Nonparametric regression estimation in a null recurrent time series (Q993800) (← links)
• Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
• Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
• Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
• Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
• Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
• A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
• Asymptotic behavior for bi-fractional regression models via Malliavin calculus (Q2258919) (← links)
• Nonlinear regressions with nonstationary time series (Q2343770) (← links)
• Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
• Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
• When is a Markov chain regenerative? (Q2444371) (← links)
• Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
• On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727) (← links)
• Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
• Nonparametric transformation regression with nonstationary data (Q2786679) (← links)
• Estimation of integrals with respect to infinite measures using regenerative sequences (Q2794730) (← links)
• Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
• Kernel Density Estimation and Local Time (Q2914787) (← links)
• UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
• ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
• (Q3643293) (← links)
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)