Pages that link to "Item:Q4526870"
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The following pages link to A family of minimax rates for density estimators in continuous time (Q4526870):
Displaying 33 items.
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
- The correction term in a small-ball probability factorization for random curves (Q2078563) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
- On the rate of convergence for the autocorrelation operator in functional autoregression (Q2170238) (← links)
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre (Q2183765) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Inferential procedures for partially observed functional data (Q2274966) (← links)
- Spatiotemporal filtering from fractal spatial functional data sequence (Q2319562) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Asymptotic properties of principal component projections with repeated eigenvalues (Q2407519) (← links)
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain (Q2431583) (← links)
- Covariance operator estimation of a functional autoregressive process with random coefficients (Q2444367) (← links)
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
- Moving averages in Hilbert spaces (Q2476545) (← links)
- Estimation in generalized linear models for functional data via penalized likelihood (Q2486170) (← links)
- Adaptive sampling schemes for density estimation (Q2498749) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Nonparametric trend coefficient estimation for multidimensional diffusions (Q2643494) (← links)
- Quantifying the ratio-plot for the geometric distribution (Q3389591) (← links)
- Regularized learning schemes in feature Banach spaces (Q4594821) (← links)
- Local Hölder exponent estimation for multivariate continuous time processes (Q4819562) (← links)
- Functional data clustering using principal curve methods (Q5104527) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- Functional Graphical Models (Q5229905) (← links)
- Hill estimator of projections of functional data on principal components (Q5384664) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- Smoothed average variance estimation for dimension reduction with functional data (Q5875260) (← links)
- Linear regression analysis for interval-valued functional data (Q6541805) (← links)
- Trend filtering for functional data (Q6548836) (← links)
- Functional time series forecasting: functional singular spectrum analysis approaches (Q6548881) (← links)
