Pages that link to "Item:Q1593614"

The following pages link to Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614):

Displaying 21 items.

• Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
• Forward and reverse representations for Markov chains (Q2372464) (← links)
• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
• Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
• On the estimation of the marginal density of a moving average process (Q2714931) (← links)
• SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)
• Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
• A Convolution Estimator for the Density of Nonlinear Regression Observations (Q2911718) (← links)
• Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
• Root<i>n</i>consistent density estimators for sums of independent random variables (Q4653508) (← links)
• Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
• Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)