Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278): Difference between revisions

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+Estimating error correlation in nonparametric regression
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Q4272612
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+Q4298924
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+Choice of bandwidth for kernel regression when residuals are correlated
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+Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula
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+Central limit theorems for sums of α-mixing random variables
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+Regression Models with Time Series Errors
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+The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
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+Bandwidth selection for smooth backfitting in additive models
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+A simple smooth backfitting method for additive models
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+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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+Climate time series analysis. Classical statistical and bootstrap methods
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+Estimation of the autocorrelation coefficient in the presence of a regression trend
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+Autoregressive coefficient estimation in nonparametric analysis
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+Nonparametric curve estimation with time series errors
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+SEMIPARAMETRIC TIME SERIES REGRESSION
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+Nonparametric regression for locally stationary time series
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+Nonparametric estimation of a periodic sequence in the presence of a smooth trend
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+More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
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+Semi-parametric regression: efficiency gains from modeling the nonparametric part
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