Prediction in moving average processes (Q2475751): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2007.01.007
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+W2077648247
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+Q5560061
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+On Testing Hypotheses in the Sliding Average Scheme by the Kolmogorov–Smirnov and $\omega ^2 $ Tests
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+Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
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+Nonparametric prediction by conditional median and quantiles
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+Weighted empirical processes in dynamic nonlinear models.
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+Fitting an error distribution in some heteroscedastic time series models
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+Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
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+Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
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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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+Asymptotic normality of the recursive kernel regression estimate under dependence conditions
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+Root n consistent and optimal density estimators for moving average processes
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+Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
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+Plug-in estimators for higher-order transition densities in autoregression
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+Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
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+Nonparametric function estimation involving time series
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+NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
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+Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
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+Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence
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