Pages that link to "Item:Q1881005"

The following pages link to Nonparametric regression under dependent errors with infinite variance (Q1881005):

Displaying 13 items.

• M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
• Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
• Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
• Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
• On the predictability of long-range dependent series (Q966347) (← links)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
• Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
• Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
• On the asymptotic variance in nonparametric regression with fractional time-series errors (Q5434737) (← links)
• Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
• A simple nonparametric conditional quantile estimator for time series with thin tails (Q6140018) (← links)