Pages that link to "Item:Q1188594"
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The following pages link to Nonparametric curve estimation from time series (Q1188594):
Displaying 50 items.
- Local polynomial fitting under association (Q1403421) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Estimation of conditional \(L_1\)-median from dependent observations (Q1612942) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
- Prediction of dynamical time series using kernel based regression and smooth splines (Q1657952) (← links)
- Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Limits to classification and regression estimation from ergodic processes (Q1807170) (← links)
- Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
- Nonparametric estimation of competing risks models with covariates (Q1810712) (← links)
- Nearest neighbor classification with dependent training sequences. (Q1848912) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors (Q1880285) (← links)
- Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions (Q1881236) (← links)
- Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
- A counterexample concerning uniform ergodic theorems for a class of functions (Q1897079) (← links)
- Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
- A note on density mode estimation (Q1916151) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Kernel spatial density estimation in infinite dimension space (Q1938874) (← links)
- CDF and survival function estimation with infinite-order kernels (Q1952031) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Estimating the density of unemployment duration based on contaminated samples or small samples (Q1971790) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Asymptotic normality of recursive estimators under strong mixing conditions (Q2392828) (← links)
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain (Q2431583) (← links)
- Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Nonparametric estimation of the maximum hazard under dependence conditions (Q2495419) (← links)
- Kernel density estimation from ergodic sample is not universally consistent (Q2563616) (← links)
- On the convergence rate of fixed design regression estimators for negatively associated random variables (Q2643031) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)
- (Q2750812) (← links)
- Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes (Q2787226) (← links)
- Recursive regression estimators with application to nonparametric prediction (Q2892921) (← links)
- A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (Q2909251) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- Weighted nonparametric regression estimation with truncated and dependent data (Q3145416) (← links)
- On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
- Fixed design regression for negatively associated random fields (Q3619663) (← links)
