A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1998174055 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust nonparametric regression estimation for dependent observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distribution of robust estimators for nonparametric models from mixing processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression: An up–to–date bibliography / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: The uniform convergence of the nadaraya‐watson regression function estimate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3339943 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong consistent density estimate from ergodic sample / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel density estimation from ergodic sample is not universally consistent / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric curve estimation from time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limits to consistent on-line forecasting for ergodic time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Estimation of a Location Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression model fitting with long memory errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on Ergodic Processes Prediction via Estimation of the Conditional Mode Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3690869 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak and strong uniform consistency of the kernel estimate of a density and its derivatives / rank
 
Normal rank

Latest revision as of 17:33, 3 June 2024

scientific article
Language Label Description Also known as
English
A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
scientific article

    Statements

    A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (English)
    0 references
    0 references
    0 references
    0 references
    17 August 2001
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    time series prediction
    0 references
    ergodic processes
    0 references
    kernel estimate
    0 references
    martingale difference
    0 references
    robust prediction
    0 references
    autoregression functions
    0 references
    0 references