Some automated methods of smoothing time-dependent data (Q4345891): Difference between revisions

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+Strong consistency of density estimation by orthogonal series methods for dependent variables with applications
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+Kernel estimation for additive models under dependence
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+Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
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+Linear smoothers and additive models
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+On smoothed probability density estimation for stationary processes
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+Density estimation for linear processes
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+Bandwidth selection for kernel estimate with correlated noise
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+Comparison of two bandwidth selectors with dependent errors
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+Q4003151
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+Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
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+Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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+Testing goodness-of-fit in regression via order selection criteria
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+Confidence Bands in Nonparametric Regression
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+Design-adaptive Nonparametric Regression
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+Nonparametric regression analysis of growth curves
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+The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples
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+Convergence rates in density estimation for data from infinite-order moving average processes
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+Bootstrap Test for Difference Between Means in Nonparametric Regression
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+Nonparametric regression with long-range dependence
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+Q3911791
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+On optimal data-based bandwidth selection in kernel density estimation
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+How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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+KERNEL REGRESSION SMOOTHING OF TIME SERIES
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+Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model
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+Data-driven bandwidth choice for density estimation based on dependent data
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+Kernel Regression Estimation Using Repeated Measurements Data
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+Kernel Regression When the Boundary Region is Large, With an Application to Testing the Adequacy of Polynomial Models
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+Consistency of cross-validation when the data are curves
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+Choice of bandwidth for kernel regression when residuals are correlated
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+The estimation of derivatives of a nonparametric regression function when the data are correlated
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+Nonparametric spline regression with autoregressive moving average errors
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+Convergence analysis of parametric identification methods
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+Recursive probability density estimation for weakly dependent stationary processes
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+Strong consistency and rates for recursive probability density estimators of stationary processes
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+Detecting Dependencies in Smooth Regression Models
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+Analysis of Repeated Measurements Using Nonparametric Smoothers and Randomization Tests
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+Selecting the Smoothing Parameter for Estimation of Slowly Changing Evoked Potential Signals
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+Kernel estimation and interpolation for time series containing missing observations
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+Nonparametric estimation in Markov processes
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+Q3966924
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+Biased and Unbiased Cross-Validation in Density Estimation
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+A data-based algorithm for choosing the window width when estimating the density at a point
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+An asymptotically optimal window selection rule for kernel density estimates
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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 estimation of a regression function with dependent observations
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+Nonparametric estimation of Markov transition functions
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+Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
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