Pages that link to "Item:Q1089711"

The following pages link to Strong consistency and rates for recursive probability density estimators of stationary processes (Q1089711):

Displaying 29 items.

• Kernel density estimators for random fields satisfying an interlaced mixing condition (Q389246) (← links)
• Markov chain approach to identifying Wiener systems (Q439801) (← links)
• Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates (Q583762) (← links)
• Frequency polygons for continuous random fields (Q625317) (← links)
• Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
• Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
• Sequential kernel estimation of the conditional intensity of nonstationary point processes (Q849859) (← links)
• Nonparametric estimation of conditional expectation (Q958769) (← links)
• Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
• Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
• Hazard rate estimation under dependence conditions (Q1121614) (← links)
• Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions (Q1177215) (← links)
• Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
• Frequency polygons for weakly dependent processes (Q1380558) (← links)
• Kernel density estimation for random fields. (Density estimation for random fields) (Q1382233) (← links)
• Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
• Spatial kernel regression estimation: weak consistency (Q1770071) (← links)
• Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. (Q1877531) (← links)
• Kernel spatial density estimation in infinite dimension space (Q1938874) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
• Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process (Q2338984) (← links)
• Local linear spatial regression (Q2388333) (← links)
• Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
• The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences (Q3064095) (← links)
• New results on recursive identification of NARX systems (Q3107253) (← links)
• Weighted probability density estimator with updated bandwidths (Q6131002) (← links)