Mean squared error properties of the kernel-based multi-stage median predictor for time series (Q1612971): Difference between revisions

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+Asymptotic normality of convergent estimates of conditional quantiles
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+Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
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+Q4894932
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+Q3125064
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+Mean squared error properties of kernel estimates of regression quantiles
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+Nonparametric forecasting: a comparison of three kernel-based methods
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+Some mixing properties of time series models
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
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+Moment inequalities for mixing sequences of random variables
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+Non-parametric estimation of conditional quantiles
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+Q3857500
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+Publication:1612971