Pages that link to "Item:Q2535158"
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The following pages link to Nonparametric estimation in Markov processes (Q2535158):
Displayed 8 items.
- Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory (Q4345893) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Data-Driven Pricing for a New Product (Q5080649) (← links)
- Asymptotic theory of density estimation (Q5646227) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
- Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
- A consistent nonparametric test of ergodicity for time series with applications (Q5942687) (← links)
- Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models (Q6111884) (← links)