Pages that link to "Item:Q1188594"

The following pages link to Nonparametric curve estimation from time series (Q1188594):

Displaying 50 items.

• A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
• Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
• Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
• Modified kernel regression estimation with functional time series data (Q277279) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
• Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
• Classification error in multiclass discrimination from Markov data (Q329059) (← links)
• Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates (Q394773) (← links)
• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence (Q651068) (← links)
• Kernel estimation for additive models under dependence (Q689169) (← links)
• The asymptotic normality of internal estimator for nonparametric regression (Q824757) (← links)
• A note on the convergence rate of the kernel density estimator of the mode (Q840810) (← links)
• A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
• Nonparametric estimation of conditional expectation (Q958769) (← links)
• Learning from dependent observations (Q958916) (← links)
• Nonparametric density estimation for positive time series (Q962247) (← links)
• Strong consistency of kernel estimates of regression function under dependence (Q984002) (← links)
• Simultaneous nonparametric inference of time series (Q988010) (← links)
• Improving density estimators of discretely observed processes by interpolation (Q1011521) (← links)
• Nonparametric estimation of discrete hazard functions (Q1126005) (← links)
• Spectral density estimation for \(p\)-adic stationary processes (Q1128333) (← links)
• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
• On central and non-central limit theorems in density estimation for sequences of long-range dependence (Q1272162) (← links)
• Nonparametric estimation of nonlinear rational expectation models (Q1277701) (← links)
• Multivariate density estimation with general flat-top kernels of infinite order (Q1283845) (← links)
• Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
• Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
• Linearity testing using local polynomial approximation (Q1299548) (← links)
• Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
• On density estimation from ergodic processes (Q1307505) (← links)
• Nearest neighbor regression estimation for null-recurrent Markov time series (Q1312303) (← links)
• Nonparametric prediction for random fields (Q1313133) (← links)
• Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
• Density estimation for time series by histograms (Q1330219) (← links)
• Nonparametric time series regression (Q1336524) (← links)
• Identificaction of nonlinear block-oriented systems by the recursive kernel estimate (Q1338578) (← links)
• On the strong uniform consistency of density estimation for strongly dependent sequences (Q1344816) (← links)
• Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
• Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
• Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
• Choice of regressors in nonparametric estimation (Q1361510) (← links)
• Kernel regression estimates of growth curves using nonstationary correlated errors (Q1365178) (← links)
• Optimal smooth hazard estimates (Q1372572) (← links)
• Regression and asymptotical location of a multivariate sample (Q1373987) (← links)
• Frequency polygons for weakly dependent processes (Q1380558) (← links)