Nonparametric transformation to white noise

Author:

Linton Oliver B.,Mammen Enno

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference37 articles.

1. Uniform consistency of kernel estimators of a regression function under generalized conditions;Bierens;Journal of the American Statistical Association,1983

2. Nonparametric Statistics for Stochastic Processes. Estimation and Prediction;Bosq,1998

3. Carrasco, M., Florens, J.P., Renault, E., 2006. Linear inverse problems in structural econometrics. In: Heckman, J.J., Leamer, E. (Eds.), Forthcoming in Handbook of Econometrics, vol. 6.

4. Representation of nonlinear systems: the NARMAX model;Chen;International Journal of Control,1989

5. Fitting time series models to nonstationary processes;Dahlhaus;Annals of Statistics,1997

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