Pages that link to "Item:Q1147461"

The following pages link to Strong consistent density estimate from ergodic sample (Q1147461):

Displaying 15 items.

• Berry-Esseen bounds for density estimates under NA assumption (Q451295) (← links)
• Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355) (← links)
• Strong consistency and rates for recursive probability density estimators of stationary processes (Q1089711) (← links)
• On density estimation from ergodic processes (Q1307505) (← links)
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
• Limits to classification and regression estimation from ergodic processes (Q1807170) (← links)
• Nonparametric inference for ergodic, stationary time series (Q1922412) (← links)
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)
• Sequential and recursive estimators of the probability density (Q3692659) (← links)
• Nonparametric drift estimation from ergodic samples (Q3837416) (← links)
• Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905) (← links)
• Nonparametric prediction from ergodic samples (Q4385704) (← links)
• (Q4558178) (← links)