The following pages link to (Q4847447):
Displayed 11 items.
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
- Kernel density estimator for strong mixing processes (Q1781510) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)