Search results
Results: 84
Number of items: 84
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De Gooijer, J. G., & Niglio, M. (2025). Weighted forecasts from SETARs with single- and multiple thresholds. Statistical Methods and Applications, 34(4), 663-686. https://doi.org/10.1007/s10260-025-00799-9 -
De Gooijer, J. G. (2024). Testing nonlinearity of heavy-tailed time series. Journal of Applied Statistics, 51(13), 2672-2689. https://doi.org/10.1080/02664763.2024.2315450
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Cheng, Y., & de Gooijer, J. G. (2023). Estimating Generalized Additive Conditional Quantiles for Absolutely Regular Processes. ArXiv. https://doi.org/10.48550/arXiv.2306.03674
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de Gooijer, J. G. (2023). On portmanteau-type tests for nonlinear multivariate time series. Journal of Multivariate Analysis, 195, Article 105157. https://doi.org/10.1016/j.jmva.2023.105157
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de Gooijer, J. G. (2022). The Marginal Distribution Function of Threshold-type Processes with Central Symmetric Innovations. Statistics, 56(1), 1-33. https://doi.org/10.1080/02331888.2022.2029862
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de Gooijer, J. G., Henter, G. E., & Yuan, A. (2022). Kernel-based hidden Markov conditional densities. Computational Statistics and Data Analysis, 169, Article 107431. https://doi.org/10.1016/j.csda.2022.107431
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De Gooijer, J. G., & Reichardt, H. (2021). A multi-step kernel-based regression estimator that adapts to error distributions of unknown form. Communications in Statistics: Theory and Methods, 50(24), 6211-6230. https://doi.org/10.1080/03610926.2020.1741625
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de Gooijer, J. G. (2021). Asymmetric vector moving average models: Estimation and testing. Computational Statistics, 36(2), 1437–1460. https://doi.org/10.1007/s00180-020-01056-1
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De Gooijer, J. G., & Zerom, D. (2020). Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts. Journal of Time Series Econometrics, 12(1), Article 20190021. https://doi.org/10.1515/jtse-2019-0021
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de Gooijer, J. G., & Zerom, D. (2019). Semiparametric quantile averaging in the presence of high-dimensional predictors. International Journal of Forecasting, 35(3), 891-909. https://doi.org/10.1016/j.ijforecast.2018.10.009
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