Pages that link to "Item:Q3333924"
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The following pages link to NONPARAMETRIC ESTIMATORS FOR TIME SERIES (Q3333924):
Displayed 50 items.
- Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- Bootstraps for time series (Q1872593) (← links)
- The approximate distribution of nonparametric regression estimates (Q1892980) (← links)
- Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
- A strong law of large numbers for triangular mixingale arrays (Q1916163) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Kernel estimation under linear-exponential loss (Q1929074) (← links)
- Kernel spatial density estimation in infinite dimension space (Q1938874) (← links)
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition (Q1952045) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← 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)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- A triangular central limit theorem under a new weak dependence condition (Q1975354) (← links)
- Skill-biased technical change and labor market inefficiency (Q2152328) (← links)
- Estimation for varying coefficient panel data model with cross-sectional dependence (Q2175225) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
- On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data (Q2301049) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Extremal quantile regression (Q2388357) (← links)
- Density estimation for spatial-temporal models (Q2392918) (← links)
- On local linear regression for strongly mixing random fields (Q2400820) (← links)
- Autoregressive functions estimation in nonlinear bifurcating autoregressive models (Q2412762) (← links)
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Bootstrapping the nonparametric ARCH regression model (Q2452874) (← links)
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072) (← links)
- Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
- Prediction in moving average processes (Q2475751) (← 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)
- Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
- Panel nonparametric regression with fixed effects (Q2516309) (← links)
- Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
- Regression function estimation from dependent observations (Q2638688) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
- On asymptotic behavior of Nadaraya–Watson regression estimator (Q2830788) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths (Q2884904) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- On the Estimation of the Density of a Directional Data Stream (Q2965546) (← links)