Gao, Jiti; Linton, Oliver; Peng, Bin Inference on a semiparametric model with global power law and local nonparametric trends. (English) Zbl 1435.62422 Econom. Theory 36, No. 2, 223-249 (2020). MSC: 62P20 62G05 62G10 PDF BibTeX XML Cite \textit{J. Gao} et al., Econom. Theory 36, No. 2, 223--249 (2020; Zbl 1435.62422) Full Text: DOI OpenURL
Hušková, Marie; Neumeyer, Natalie; Niebuhr, Tobias; Selk, Leonie Specification testing in nonparametric AR-ARCH models. (English) Zbl 1417.62247 Scand. J. Stat. 46, No. 1, 26-58 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62M10 62G10 62G20 PDF BibTeX XML Cite \textit{M. Hušková} et al., Scand. J. Stat. 46, No. 1, 26--58 (2019; Zbl 1417.62247) Full Text: DOI arXiv OpenURL
Wang, Siyang; Cui, Hengjian Generalized F-test for high dimensional regression coefficients of partially linear models. (English) Zbl 1402.62159 J. Syst. Sci. Complex. 30, No. 5, 1206-1226 (2017). MSC: 62J05 62F03 62P10 PDF BibTeX XML Cite \textit{S. Wang} and \textit{H. Cui}, J. Syst. Sci. Complex. 30, No. 5, 1206--1226 (2017; Zbl 1402.62159) Full Text: DOI OpenURL
Gourieroux, Christian; Nguyen, Hung T.; Sriboonchitta, Songsak Nonparametric estimation of a scalar diffusion model from discrete time data: a survey. (English) Zbl 1397.62286 Ann. Oper. Res. 256, No. 2, 203-219 (2017). MSC: 62M05 62G07 62P20 62M10 PDF BibTeX XML Cite \textit{C. Gourieroux} et al., Ann. Oper. Res. 256, No. 2, 203--219 (2017; Zbl 1397.62286) Full Text: DOI OpenURL
Wegener, Michael; Kauermann, Göran Forecasting in nonlinear univariate time series using penalized splines. (English) Zbl 1383.62208 Stat. Pap. 58, No. 3, 557-576 (2017). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62G08 62M20 62P05 PDF BibTeX XML Cite \textit{M. Wegener} and \textit{G. Kauermann}, Stat. Pap. 58, No. 3, 557--576 (2017; Zbl 1383.62208) Full Text: DOI OpenURL
Bravo, Francesco; Chu, Ba M.; Jacho-Chávez, David T. Semiparametric estimation of moment condition models with weakly dependent data. (English) Zbl 1369.62101 J. Nonparametric Stat. 29, No. 1, 108-136 (2017). MSC: 62G20 62G05 62F12 60F05 PDF BibTeX XML Cite \textit{F. Bravo} et al., J. Nonparametric Stat. 29, No. 1, 108--136 (2017; Zbl 1369.62101) Full Text: DOI Link OpenURL
Chen, Jia; Li, Degui; Liang, Hua; Wang, Suojin Semiparametric GEE analysis in partially linear single-index models for longitudinal data. (English) Zbl 1317.62036 Ann. Stat. 43, No. 4, 1682-1715 (2015). MSC: 62G09 62H99 62G99 PDF BibTeX XML Cite \textit{J. Chen} et al., Ann. Stat. 43, No. 4, 1682--1715 (2015; Zbl 1317.62036) Full Text: DOI arXiv Euclid OpenURL
Novák, Vilém; Perfilieva, Irina; Holčapek, Michal; Kreinovich, Vladik Filtering out high frequencies in time series using F-transform. (English) Zbl 1343.62069 Inf. Sci. 274, 192-209 (2014). MSC: 62M10 62M20 62M86 PDF BibTeX XML Cite \textit{V. Novák} et al., Inf. Sci. 274, 192--209 (2014; Zbl 1343.62069) Full Text: DOI Link OpenURL
Li, Degao; Li, Guodong; You, Jinhong Significant variable selection and autoregressive order determination for time-series partially linear models. (English) Zbl 1311.62147 J. Time Ser. Anal. 35, No. 5, 478-490 (2014). MSC: 62M10 62G08 62J07 62P20 PDF BibTeX XML Cite \textit{D. Li} et al., J. Time Ser. Anal. 35, No. 5, 478--490 (2014; Zbl 1311.62147) Full Text: DOI Link OpenURL
Saart, Patrick; Gao, Jiti; Kim, Nam Hyun Semiparametric methods in nonlinear time series analysis: a selective review. (English) Zbl 1359.62384 J. Nonparametric Stat. 26, No. 1, 141-169 (2014). MSC: 62M10 62G05 62G10 62P20 62-02 PDF BibTeX XML Cite \textit{P. Saart} et al., J. Nonparametric Stat. 26, No. 1, 141--169 (2014; Zbl 1359.62384) Full Text: DOI Link OpenURL
González-Manteiga, Wenceslao; Crujeiras, Rosa M. An updated review of goodness-of-fit tests for regression models. (English) Zbl 1273.62086 Test 22, No. 3, 361-411 (2013). MSC: 62G08 62G10 62G09 62G20 62-02 PDF BibTeX XML Cite \textit{W. González-Manteiga} and \textit{R. M. Crujeiras}, Test 22, No. 3, 361--411 (2013; Zbl 1273.62086) Full Text: DOI OpenURL
Di Marzio, Macro; Panzera, Agnese; Taylor, Charles C. Non-parametric smoothing and prediction for nonlinear circular time series. (English) Zbl 1281.62194 J. Time Ser. Anal. 33, No. 4, 620-630 (2012). MSC: 62M10 62G05 PDF BibTeX XML Cite \textit{M. Di Marzio} et al., J. Time Ser. Anal. 33, No. 4, 620--630 (2012; Zbl 1281.62194) Full Text: DOI Link OpenURL
Casas, Isabel; Gijbels, Irene Unstable volatility: the break-preserving local linear estimator. (English) Zbl 1284.62259 J. Nonparametric Stat. 24, No. 4, 883-904 (2012). MSC: 62G08 62G05 62J05 62M10 PDF BibTeX XML Cite \textit{I. Casas} and \textit{I. Gijbels}, J. Nonparametric Stat. 24, No. 4, 883--904 (2012; Zbl 1284.62259) Full Text: DOI OpenURL
Jirak, Moritz Change-point analysis in increasing dimension. (English) Zbl 1253.60028 J. Multivariate Anal. 111, 136-159 (2012). Reviewer: Josef Steinebach (Köln) MSC: 60F05 60F15 62M10 PDF BibTeX XML Cite \textit{M. Jirak}, J. Multivariate Anal. 111, 136--159 (2012; Zbl 1253.60028) Full Text: DOI OpenURL
Li, Degui; Chen, Jia; Gao, Jiti Non-parametric time-varying coefficient panel data models with fixed effects. (English) Zbl 1284.62222 Econom. J. 14, No. 3, 387-408 (2011). MSC: 62G05 62G08 62G20 91B84 PDF BibTeX XML Cite \textit{D. Li} et al., Econom. J. 14, No. 3, 387--408 (2011; Zbl 1284.62222) Full Text: DOI OpenURL
Kim, Tae Yoon; Luo, Zhi-Ming; Kim, Chiho The central limit theorem for degenerate variable \(U\)-statistics under dependence. (English) Zbl 1234.60027 J. Nonparametric Stat. 23, No. 3, 683-699 (2011). Reviewer: Neville Weber (Sydney) MSC: 60F05 60G60 PDF BibTeX XML Cite \textit{T. Y. Kim} et al., J. Nonparametric Stat. 23, No. 3, 683--699 (2011; Zbl 1234.60027) Full Text: DOI OpenURL
Chen, Song Xi; Gao, Jiti Simultaneous specification testing of mean and variance structures in nonlinear time series regression. (English) Zbl 1219.62076 Econom. Theory 27, No. 4, 792-843 (2011). MSC: 62G10 62G08 62M10 62G09 PDF BibTeX XML Cite \textit{S. X. Chen} and \textit{J. Gao}, Econom. Theory 27, No. 4, 792--843 (2011; Zbl 1219.62076) Full Text: DOI OpenURL
Gao, Jiti; Wang, Qiying; Yin, Jiying Specification testing in nonlinear time series with long-range dependence. (English) Zbl 1210.62118 Econom. Theory 27, No. 2, 260-284 (2011). MSC: 62M10 62F05 62J02 65C60 PDF BibTeX XML Cite \textit{J. Gao} et al., Econom. Theory 27, No. 2, 260--284 (2011; Zbl 1210.62118) Full Text: DOI OpenURL
Bianco, Ana; Boente, Graciela On a partly linear autoregressive model with moving average errors. (English) Zbl 1327.62368 J. Nonparametric Stat. 22, No. 6, 797-820 (2010). MSC: 62H25 PDF BibTeX XML Cite \textit{A. Bianco} and \textit{G. Boente}, J. Nonparametric Stat. 22, No. 6, 797--820 (2010; Zbl 1327.62368) Full Text: DOI OpenURL
Xu, Ke-Li Reweighted functional estimation of diffusion models. (English) Zbl 1185.62150 Econom. Theory 26, No. 2, 541-563 (2010). MSC: 62M05 62G05 62G20 62P05 60H10 PDF BibTeX XML Cite \textit{K.-L. Xu}, Econom. Theory 26, No. 2, 541--563 (2010; Zbl 1185.62150) Full Text: DOI OpenURL
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag Nonparametric specification testing for nonlinear time series with nonstationarity. (English) Zbl 1179.62055 Econom. Theory 25, No. 6, 1869-1892 (2009). MSC: 62G08 62M10 62G10 62E20 PDF BibTeX XML Cite \textit{J. Gao} et al., Econom. Theory 25, No. 6, 1869--1892 (2009; Zbl 1179.62055) Full Text: DOI OpenURL
Phillips, Peter C. B. Local limit theory and spurious nonparametric regression. (English) Zbl 1180.62060 Econom. Theory 25, No. 6, 1466-1497 (2009). MSC: 62G08 62M10 60F05 62G20 62J20 PDF BibTeX XML Cite \textit{P. C. B. Phillips}, Econom. Theory 25, No. 6, 1466--1497 (2009; Zbl 1180.62060) Full Text: DOI OpenURL
Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping Efficient estimation of copula-based semiparametric Markov models. (English) Zbl 1191.62140 Ann. Stat. 37, No. 6B, 4214-4253 (2009). MSC: 62M05 62G05 62G20 62H05 65C05 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Stat. 37, No. 6B, 4214--4253 (2009; Zbl 1191.62140) Full Text: DOI arXiv OpenURL
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag Specification testing in nonlinear and nonstationary time series autoregression. (English) Zbl 1191.62148 Ann. Stat. 37, No. 6B, 3893-3928 (2009). MSC: 62M10 62G08 62G10 60F05 62E20 62G20 PDF BibTeX XML Cite \textit{J. Gao} et al., Ann. Stat. 37, No. 6B, 3893--3928 (2009; Zbl 1191.62148) Full Text: DOI arXiv OpenURL
Li, Degui; Chen, Jia; Lin, Zhengyan Variable selection in partially time-varying coefficient models. (English) Zbl 1165.62031 J. Nonparametric Stat. 21, No. 5, 553-566 (2009). MSC: 62G08 62G20 65C05 65C60 PDF BibTeX XML Cite \textit{D. Li} et al., J. Nonparametric Stat. 21, No. 5, 553--566 (2009; Zbl 1165.62031) Full Text: DOI OpenURL
Zhao, Zhibiao Parametric and nonparametric models and methods in financial econometrics. (English) Zbl 1196.62135 Stat. Surv. 2, 1-42 (2008). MSC: 62P05 62F10 91G70 62G05 62G10 PDF BibTeX XML Cite \textit{Z. Zhao}, Stat. Surv. 2, 1--42 (2008; Zbl 1196.62135) Full Text: DOI arXiv OpenURL