Nonparametric estimation for dependent data (Q3106417)

From MaRDI portal

Revision as of 19:14, 4 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Nonparametric estimation for dependent data	scientific article

Statements

scholarly article

0 references

Nonparametric estimation for dependent data (English)

0 references

0 references

Suhasini Subba Rao

0 references

Journal of Nonparametric Statistics

0 references

publication date

21 December 2011

0 references

zbMATH Keywords

density estimation

0 references

nonparametric regression

0 references

2-mixing

0 references

nonlinear processes

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/10485252.2010.484491

0 references

Mixing properties of harris chains and autoregressive processes

0 references

Regular variation of GARCH processes.

0 references

Nonparametric statistics for stochastic processes. Estimation and prediction.

0 references

A covariance inequality under a two-part dependence assumption

0 references

0 references

Strong mixing properties of linear stochastic processes

0 references

Semiparametric estimation from time series with long-range dependence

0 references

Effect of dependence on stochastic measures of accuracy of density estimators

0 references

Nonparametric regression under long-range dependent normal errors

0 references

Random-design regression under long-range dependent errors

0 references

Stochastic Limit Theory

0 references

Mixing: Properties and examples

0 references

Nonparametric estimation under long memory dependence

0 references

Mixing properties of ARCH and time-varying ARCH processes

0 references

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

0 references

STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM

0 references

Asymptotic normality of regression estimators with long memory errors

0 references

On the Strong Mixing Property for Linear Sequences

0 references

Convergence rates in density estimation for data from infinite-order moving average processes

0 references

Nonparametric regression with long-range dependence

0 references

0 references

On bandwidth choice for density estimation with dependent data

0 references

Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1

0 references

Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality

0 references

On the asymptotic mean integrated squared error of a kernel density estimator for dependent data

0 references

The mixing property of bilinear and generalised random coefficient autoregressive models

0 references

About the Lindeberg method for strongly mixing sequences

0 references

NONPARAMETRIC ESTIMATORS FOR TIME SERIES

0 references

Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression

0 references

Log-periodogram regression of time series with long range dependence

0 references

Root-N-Consistent Semiparametric Regression

0 references

LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES

0 references

Quadratic errors for nonparametric estimates under dependence

0 references

Identifiers

zbMATH Open document ID

0 references

10.1080/10485252.2010.484491

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:3106417

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3106417&oldid=35259466"