Pages that link to "Item:Q1058250"
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The following pages link to Some mixing properties of time series models (Q1058250):
Displayed 13 items.
- Prediction Intervals for Synthetic Control Methods (Q5881968) (← 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)
- Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938) (← links)
- Local power properties of kernel based goodness of fit tests (Q5947223) (← links)
- Generalized minimum distance estimators of a linear model with correlated errors. (Q5956467) (← links)
- Consistent estimation of the bispectral density function of a harmonizable process (Q5957821) (← links)
- Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
- Multivariate wavelet density estimation for strong mixing stratified size-biased sample (Q6103269) (← links)
- Synthetic learner: model-free inference on treatments over time (Q6163256) (← links)
- Some improved results on Berry–Esséen bounds for strong mixing random variables and applications (Q6168298) (← links)
- On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (Q6177225) (← links)