Pages that link to "Item:Q3333924"
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The following pages link to NONPARAMETRIC ESTIMATORS FOR TIME SERIES (Q3333924):
Displayed 50 items.
- 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 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)
- Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- Bootstraps for time series (Q1872593) (← links)
- The approximate distribution of nonparametric regression estimates (Q1892980) (← links)
- Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
- A strong law of large numbers for triangular mixingale arrays (Q1916163) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Kernel estimation under linear-exponential loss (Q1929074) (← links)
- Kernel spatial density estimation in infinite dimension space (Q1938874) (← links)
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition (Q1952045) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- A triangular central limit theorem under a new weak dependence condition (Q1975354) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Extremal quantile regression (Q2388357) (← links)
- Density estimation for spatial-temporal models (Q2392918) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072) (← links)
- Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Regression function estimation from dependent observations (Q2638688) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths (Q2884904) (← links)
- Mixtures of nonparametric autoregressions (Q3021189) (← links)