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~subject:"Nonparametric estimation"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Search: subject:"kernel estimation"
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Nonparametric estimation
Time series analysis
Estimation theory
37
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37
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26
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26
Kernel estimation
21
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16
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kernel estimation
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Interval estimation of value-at-risk based on nonparametric models
Khraibani, Hussein
;
Nehme, Bilal
;
Strauss, Olivier
- In:
Econometrics : open access journal
6
(
2018
)
4
,
pp. 1-30
nonparametric approach called maxitive
kernel
estimation
of the VaR. This estimation is based on a coherent extension of the kernel …
Persistent link: https://www.econbiz.de/10011945779
Saved in:
2
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
3
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
4
Multivariate local polynomial kernel estimators : leading bias and asymptotic distribution
Gu, Jingping
;
Li, Qi
;
Yang, Jui-Chung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 979-1010
Persistent link: https://www.econbiz.de/10011483447
Saved in:
5
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
6
Inference on stochastic time-varying coefficient models
Giraitis, Liudas
;
Kapetanios, George
;
Yates, Anthony
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
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