Pages that link to "Item:Q1318337"
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The following pages link to Nonparametric estimation of a regression function with dependent observations (Q1318337):
Displaying 11 items.
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
- Universal weighted kernel-type estimators for some class of regression models (Q2227200) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- Binned modified cross–validation with dependent errors (Q4843852) (← links)
- The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with <i>α</i>-mixing errors (Q5064927) (← links)
- Insensitivity of Nadaraya–Watson estimators to design correlation (Q5104494) (← links)
- On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation (Q6112445) (← links)
