Pages that link to "Item:Q1185836"

The following pages link to Fixed design regression for time series: Asymptotic normality (Q1185836):

Displaying 50 items.

• Wavelet estimation in nonparametric model under martingale difference errors (Q2501446) (← links)
• Asymptotic normality of wavelet estimator for strong mixing errors (Q2510891) (← links)
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
• Complete consistency of the estimator of nonparametric regression model under ND sequence (Q2516613) (← links)
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences (Q2567117) (← links)
• Exponential probability inequality for \(m\)-END random variables and its applications (Q2634238) (← links)
• Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) (← links)
• On the convergence rate of fixed design regression estimators for negatively associated random variables (Q2643031) (← links)
• Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329) (← links)
• INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN (Q2801993) (← links)
• Complete convergence for weighted sums of END random variables and its application to nonparametric regression models (Q2832024) (← links)
• A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence (Q2873912) (← links)
• On Fixed Design Regression for General Linear Processes (Q2892626) (← links)
• Consistency of modified kernel regression estimation for functional data (Q2892890) (← links)
• Optimal designs for nonparametric estimation of zeros of regression functions (Q2913243) (← links)
• Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications (Q2934826) (← links)
• Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors (Q3021193) (← links)
• Asymptotic properties for estimates of nonparametric regression model with martingale difference errors (Q3143499) (← links)
• Consistent nonparametric regression: Some generalizations in the fixed design case (Q3432343) (← links)
• Fixed design regression for negatively associated random fields (Q3619663) (← links)
• INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS (Q3652624) (← links)
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions (Q4434424) (← links)
• The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors (Q4561063) (← links)
• Complete moment convergence for double-indexed randomly weighted sums and its applications (Q4567915) (← links)
• Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications (Q4584695) (← links)
• The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) (← links)
• COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL (Q4628407) (← links)
• Asymptotic normality of spline estimator when the errors are a linear stationary process (Q4789782) (← links)
• A plug-in technique in nonparametric regression with dependence (Q4843670) (← links)
• A note on the complete consistency for the weighted linear estimator of nonparametric regression models (Q5000430) (← links)
• Complete f-moment convergence of moving average process and its application to nonparametric regression models (Q5029390) (← links)
• Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models (Q5042173) (← links)
• The asymptotic normality of the linear weighted estimator in nonparametric regression models (Q5078423) (← links)
• Complete moment convergence for <i>m</i>-END random variables with application to non-parametric regression models (Q5079918) (← links)
• On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions (Q5082862) (← links)
• Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model (Q5086709) (← links)
• Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of <i>R</i> − <i>h</i>-integrability and its applications (Q5087033) (← links)
• Partial functional linear regression with autoregressive errors (Q5092689) (← links)
• The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors (Q5110207) (← links)
• Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications (Q5147244) (← links)
• Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure (Q5177577) (← links)
• Complete and complete moment convergence for randomly weighted sums of<i>ρ</i>*-mixing random variables and its applications (Q5213366) (← links)
• Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications (Q5221296) (← links)
• Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application (Q5223495) (← links)
• THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS (Q5242844) (← links)
• Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors (Q5263986) (← links)
• A general result on complete convergence for weighted sums of linear processes and its statistical applications (Q5384674) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• Fixed-design regression for linear time series (Q5916402) (← links)
• Plug-in bandwidth choice in partial linear models with autoregressive errors (Q5956233) (← links)