Pages that link to "Item:Q3333924"
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The following pages link to NONPARAMETRIC ESTIMATORS FOR TIME SERIES (Q3333924):
Displayed 31 items.
- Local<i>L</i>-estimators for nonparametric regression under dependence (Q3432398) (← links)
- Combining neural networks for function approximation under conditions of sparse data: the biased regression approach (Q3442634) (← links)
- Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates (Q3709721) (← links)
- On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
- An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression (Q4222536) (← links)
- Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
- Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series (Q4345886) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory (Q4345893) (← links)
- Nonparametric statistics for testing of linearity and serial independence (Q4345897) (← links)
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q4374253) (← links)
- Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series (Q4375430) (← links)
- Nonparametric regression for nonstationary processes (Q4485017) (← links)
- Wavelet-Based estimation of multivariate regression functions in besov spaces<sup>*</sup> (Q4485018) (← links)
- Nonparametric two-step regression estimation when regressors and error are dependent (Q4521138) (← links)
- Density Estimation for One-Dimensional Dynamical Systems (Q4534855) (← links)
- Nonparametric estimation of density, regression and dependence coefficients (Q4806546) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- Dependent Lindeberg central limit theorem and some applications (Q5190280) (← links)
- Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications (Q5321917) (← links)
- Estimation of the trend function for spatio-temporal models (Q5321919) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
- ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
- Kernel density estimation for linear processes (Q5905553) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)
- Kernel density estimation for linear processes (Q5917519) (← links)
- Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
- Local linear regression for estimating time series data. (Q5941550) (← links)
- Hellinger distance estimation of SSAR models (Q5952098) (← links)