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~subject:"Nichtlineare Regression"
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Testing for multivariate volat...
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Nichtlineare Regression
Estimation theory
22
Schätztheorie
22
Time series analysis
14
Zeitreihenanalyse
14
Theorie
11
Theory
11
ARCH model
9
ARCH-Modell
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HA Statistics
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asymptotic normality
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Nichtparametrisches Verfahren
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Nonparametric statistics
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bootstrap
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ARMA model
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dimension reduction
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empirical likelihood
6
local linear regression
6
ARMA-Modell
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Volatility
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Volatilität
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chaos
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expectile
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percentile
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time series
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Autocorrelation
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Autokorrelation
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Bootstrap
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Multivariate Analyse
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Multivariate analysis
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Statistical test
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
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heavy tail
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prediction
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time series analysis
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α-mixing
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Yao, Qiwei
3
Fan, Jianqing
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Lin, Yingqian
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Lu, Zu-di
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Lundervold, Arvid
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Tjøstheim, Dag
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ECONIS (ZBW)
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Exploring spatial nonlinearity using additive approximation
Lu, Zu-di
;
Lundervold, Arvid
;
Tjøstheim, Dag
;
Yao, Qiwei
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075163
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2
Estimation for double-nonlinear cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
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3
Nonlinear time series : nonparametric and parametric methods
Fan, Jianqing
;
Yao, Qiwei
-
2005
Persistent link: https://www.econbiz.de/10002759942
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