Pages that link to "Item:Q1330219"

The following pages link to Density estimation for time series by histograms (Q1330219):

Displaying 15 items.

• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
• Frequency polygons for continuous random fields (Q625317) (← links)
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
• Frequency polygon estimation of density function for dependent samples (Q892878) (← links)
• Estimating beta-mixing coefficients via histograms (Q902219) (← links)
• Frequency polygons for weakly dependent processes (Q1380558) (← links)
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
• Uniform strong consistency of histogram density estimation for dependent process (Q2979951) (← links)
• Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)
• NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE (Q4012959) (← links)
• Consistency of the simple mode of a density for spatial processes (Q5078832) (← links)
• Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach (Q6195515) (← links)
• Uniform strong consistency of histogram density estimation for <i>φ</i> -mixing samples (Q6553002) (← links)