Pages that link to "Item:Q1073523"

The following pages link to On smoothed probability density estimation for stationary processes (Q1073523):

Displaying 50 items.

• On the asymptotic normality of kernel density estimators for causal linear random fields (Q391929) (← links)
• A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• On local times, density estimation and supervised classification from functional data (Q608325) (← links)
• The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
• Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator (Q625298) (← links)
• Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
• Statistical inference on regression with spatial dependence (Q738181) (← links)
• Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
• On invariant distribution function estimation for continuous-time stationary processes (Q817978) (← links)
• Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
• Asymptotic normality of kernel type density estimators for random fields (Q849860) (← links)
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
• Almost sure convergence of the \(k_{T}\)-occupation time density estimator (Q869470) (← links)
• Convergence rates in density estimation for data from infinite-order moving average processes (Q910098) (← links)
• Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
• Strong pointwise consistency of the \(k_T\)-occupation time density estimator (Q930089) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• Improving density estimators of discretely observed processes by interpolation (Q1011521) (← links)
• On central and non-central limit theorems in density estimation for sequences of long-range dependence (Q1272162) (← links)
• Asymptotic normality for density kernel estimators in discrete and continuous time (Q1283848) (← links)
• Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
• On density estimation from ergodic processes (Q1307505) (← links)
• Density estimation for time series by histograms (Q1330219) (← links)
• Some problems of nonparametric estimation by observations of ergodic diffusion process (Q1359806) (← links)
• Accurate rates of density estimators for continuous-time processes (Q1380586) (← links)
• On the asymptotic mean integrated squared error of a kernel density estimator for dependent data (Q1380630) (← links)
• On unbiased density estimation for ergodic diffusion (Q1380639) (← links)
• Adaptive estimation of density with sampled observations. (Q1420160) (← links)
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
• Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
• On confidence intervals for distribution function and density of ergodic diffusion process (Q1878832) (← links)
• Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
• Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field (Q1912701) (← links)
• Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses (Q1916172) (← links)
• On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
• Nonparametric inference for ergodic, stationary time series (Q1922412) (← links)
• On histograms for linear processes (Q1923431) (← links)
• Consistency results for the kernel density estimate on continuous time stationary and dependent data (Q1950782) (← links)
• On the asymptotic variance of the continuous-time kernel density estimator (Q1962167) (← links)
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
• Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes (Q2137817) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion (Q2194048) (← links)
• Piecewise linear density estimation for sampled data (Q2261898) (← links)
• Optimal and superoptimal convergence rate of the local linear estimator of nonparametric regression function in continuous time (Q2269676) (← links)
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series (Q2276175) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)