Pages that link to "Item:Q1192959"
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The following pages link to Nonparametric function estimation involving time series (Q1192959):
Displayed 12 items.
- Asymptotic normality of spline estimator when the errors are a linear stationary process (Q4789782) (← links)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- A plug-in technique in nonparametric regression with dependence (Q4843670) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530) (← links)
- Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)
- Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
- An application of nonparametric regression estimation in credibility theory (Q5942775) (← links)
- Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)
- The wavelet identification for jump points of derivative in regression model (Q5952082) (← links)
- Wavelet function estimation involving time series (Q5955875) (← links)