Pages that link to "Item:Q3333924"
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The following pages link to NONPARAMETRIC ESTIMATORS FOR TIME SERIES (Q3333924):
Displayed 50 items.
- 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)
- Local polynomial fitting under association (Q1403421) (← links)
- Effective nonparametric estimation in the case of severely discretized data (Q1414628) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- Hellinger distance estimation of nonlinear dynamical systems. (Q1423199) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
- Nonparametric estimation of dynamic discrete choice models for time series data (Q1658465) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- Spatial kernel regression estimation: weak consistency (Q1770071) (← links)
- Kernel density estimator for strong mixing processes (Q1781510) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- On the estimation of \(\beta\)-ARCH models (Q1808683) (← links)
- Kernel density estimation under dependence (Q1813323) (← links)