Prediction in invertible linear processes (Q2643044): Difference between revisions

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+Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
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+Efficient prediction for linear and nonlinear autoregressive models
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
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+Nonparametric Estimation of the Transition Distribution Function of a Markov Process
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+Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
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+Asymptotic normality of the recursive kernel regression estimate under dependence conditions
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+Prediction in moving average processes
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+Plug-in estimators for higher-order transition densities in autoregression
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+Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
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+Kernel density estimation for linear processes
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+Nonparametric function estimation involving time series
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+Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
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+NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
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