Nonparametric estimation for dependent data (Q3106417): Difference between revisions

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+https://doi.org/10.1080/10485252.2010.484491
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+W2011005963
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+Mixing properties of harris chains and autoregressive processes
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+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+A covariance inequality under a two-part dependence assumption
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+Q5293978
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+Strong mixing properties of linear stochastic processes
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+Semiparametric estimation from time series with long-range dependence
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+Effect of dependence on stochastic measures of accuracy of density estimators
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+Nonparametric regression under long-range dependent normal errors
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+Random-design regression under long-range dependent errors
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+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
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+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
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+Nonparametric estimation under long memory dependence
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+Mixing properties of ARCH and time-varying ARCH processes
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+Asymptotic normality of regression estimators with long memory errors
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+On the Strong Mixing Property for Linear Sequences
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+Convergence rates in density estimation for data from infinite-order moving average processes
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+Nonparametric regression with long-range dependence
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+Q3911791
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+On bandwidth choice for density estimation with dependent data
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+Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
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+Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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+On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
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+The mixing property of bilinear and generalised random coefficient autoregressive models
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+About the Lindeberg method for strongly mixing sequences
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
@@ Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank @@
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Log-periodogram regression of time series with long range dependence
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+Root-N-Consistent Semiparametric Regression
@@ Property / cites work: Root-N-Consistent Semiparametric Regression / rank @@
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+LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
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+Quadratic errors for nonparametric estimates under dependence
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