Pages that link to "Item:Q3333924"
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The following pages link to NONPARAMETRIC ESTIMATORS FOR TIME SERIES (Q3333924):
Displayed 50 items.
- Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Nonparametric estimation of conditional expectation (Q958769) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355) (← links)
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357) (← links)
- Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions (Q1177215) (← links)
- Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- On central and non-central limit theorems in density estimation for sequences of long-range dependence (Q1272162) (← links)
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
- Testing linearity for NARX models (Q1287103) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Characteristics of hand tremor time series (Q1310582) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
- Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- Frequency polygons for weakly dependent processes (Q1380558) (← links)
- Kernel density estimation for random fields. (Density estimation for random fields) (Q1382233) (← links)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)