Pages that link to "Item:Q1192960"

The following pages link to Asymptotic normality of the recursive kernel regression estimate under dependence conditions (Q1192960):

Displaying 34 items.

• Note on conditional quantiles for functional ergodic data (Q282873) (← links)
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure (Q366025) (← links)
• On the correct regression function (in \(L_{2}\)) and its applications when the dimension of the covariate vector is random (Q447623) (← links)
• Nonparametric conditional density estimation for censored data based on a recursive kernel (Q485911) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
• Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
• Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality (Q1176989) (← links)
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
• Testing linearity for NARX models (Q1287103) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
• Recursive local polynomial regression under dependence conditions (Q1580822) (← links)
• Nonparametric model checks for time series (Q1807172) (← links)
• On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
• A recursive kernel estimate of the functional modal regression under ergodic dependence condition (Q2323183) (← links)
• Asymptotic normality of recursive estimators under strong mixing conditions (Q2392828) (← links)
• Prediction in moving average processes (Q2475751) (← links)
• Prediction in invertible linear processes (Q2643044) (← links)
• Recursive regression estimators with application to nonparametric prediction (Q2892921) (← links)
• Recursive Nonparametric Estimation of Local First Derivative Under Dependence Conditions (Q3006251) (← links)
• Recursive kernel estimate of the conditional quantile for functional ergodic data (Q3178622) (← links)
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES (Q4337819) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q4374253) (← links)
• Nonparametric regression for nonstationary processes (Q4485017) (← links)
• Non-parametric regression for spatially dependent data with wavelets (Q4559353) (← links)
• Asymptotic normality of spline estimator when the errors are a linear stationary process (Q4789782) (← links)
• Recursive kernel regression estimation under <i>α</i> – mixing data (Q5057323) (← links)
• (Q5114795) (← links)
• Kernel estimation of quantile sensitivities (Q5187931) (← links)
• Fixed-design regression for linear time series (Q5916402) (← links)
• Iterative kernel density estimation from noisy-dependent observations (Q6069934) (← links)
• Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
• On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)