5 results
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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- Journal:
- Econometric Theory / Volume 11 / Issue 2 / February 1995
- Published online by Cambridge University Press:
- 11 February 2009, pp. 258-289
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Additive Nonlinear ARX Time Series and Projection Estimates
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- Journal:
- Econometric Theory / Volume 13 / Issue 2 / April 1997
- Published online by Cambridge University Press:
- 11 February 2009, pp. 214-252
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NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
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- Journal:
- Econometric Theory / Volume 16 / Issue 4 / August 2000
- Published online by Cambridge University Press:
- 01 August 2000, pp. 465-501
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Non-parametric covariance estimation from irregularly-spaced data
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- Journal:
- Advances in Applied Probability / Volume 15 / Issue 1 / March 1983
- Published online by Cambridge University Press:
- 01 July 2016, pp. 113-132
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- March 1983
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A note on Gaussian processes and zero-memory non-linear transformations
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- Journal:
- Journal of Applied Probability / Volume 14 / Issue 4 / December 1977
- Published online by Cambridge University Press:
- 14 July 2016, pp. 857-861
- Print publication:
- December 1977
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