Pages that link to "Item:Q1188594"
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The following pages link to Nonparametric curve estimation from time series (Q1188594):
Displayed 50 items.
- 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)
- A note on the convergence rate of the kernel density estimator of the mode (Q840810) (← 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)
- Local polynomial fitting under association (Q1403421) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Estimation of conditional \(L_1\)-median from dependent observations (Q1612942) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Limits to classification and regression estimation from ergodic processes (Q1807170) (← links)