Pages that link to "Item:Q1769788"
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The following pages link to Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788):
Displayed 14 items.
- Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
- Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
- Optimal plug-in estimators for multivariate distributions with conditionally independent components (Q3106440) (← links)
- Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
- Root<i>n</i>consistent density estimators for sums of independent random variables (Q4653508) (← links)
- Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
- Efficient density estimation in an AR(1) model (Q6144410) (← links)