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Asymptotic properties of penalized spline estimators
Claeskens, Gerda; Krivobokova, Tatyana; Opsomer, Jean D. - 2007
Persistent link: https://www.econbiz.de/10003976858
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Nonparametric transpormation to white noise
Linton, Oliver; Mammen, Enno - In: Journal of econometrics 142 (2008) 1, pp. 241-264
Persistent link: https://www.econbiz.de/10003608181
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An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi; Gao, Jiti - In: Journal of econometrics 141 (2007) 2, pp. 950-972
Persistent link: https://www.econbiz.de/10003571369
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Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
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Estimation of a nonparametric regression spectrum for multivariate time series
Beran, Jan; Heiler, Mark A. - 2007
Estimation of a nonparametric regression spectrum based on the periodogram is considered. Neither trend estimation nor … spectrum ; regression spectrum ; phase ; wavelets …
Persistent link: https://www.econbiz.de/10003876725
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A smoothed : distribution form of Nadaraya - Watson estimation
Bailey, Ralph W.; Addison, John T. - 2010
Persistent link: https://www.econbiz.de/10009374192
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Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 296-306
Persistent link: https://www.econbiz.de/10011390046
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Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines
Chen, Haiqiang; Fang, Ying; Li, Yingxing - 2013
likelihood ratio test statistic for checking the stability of the regression coefficients. We derive both the exact and the …
Persistent link: https://www.econbiz.de/10009767261
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Non-parametric transformation regression with non-stationary data
Linton, Oliver; Wang, Qiying - 2013
We examine a kernel regression smoother for time series that takes account of the error correlation structure as …
Persistent link: https://www.econbiz.de/10009734305
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Additive modeling of realized variance : tests for parametric specifications and structural breaks
Fengler, Matthias R.; Mammen, Enno; Vogt, Michael - 2013
Persistent link: https://www.econbiz.de/10010244914