UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (Q5411523): Difference between revisions

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+A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
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+Semi-parametric estimation of partially linear single-index models
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+Nonparametric estimation of time varying parameters under shape restrictions
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+Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
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+Trending time-varying coefficient time series models with serially correlated errors
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+SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR  DEPENDENT DATA WITH GENERATED REGRESSORS
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Simulated Non-Parametric Estimation of Dynamic Models
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+Kernel density estimator for strong mixing processes
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+Convergence of Markov chains in the relative supremum norm
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+Nonlinear wavelet estimation of time-varying autoregressive processes
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+https://doi.org/10.1017/s0266466609090744
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+W3123860660
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