Pages that link to "Item:Q1922371"
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The following pages link to On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371):
Displayed 29 items.
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors (Q1039478) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
- On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219) (← links)
- A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal data (Q2075448) (← links)
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models (Q2220284) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
- The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
- Nonparametric estimation under long memory dependence (Q4470130) (← links)
- DENSITY ESTIMATION FOR CLUSTERED DATA (Q4471128) (← links)
- MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS (Q4540588) (← links)
- (Q4558178) (← links)
- Plug-in bandwidth selector for local polynomial regression estimator with correlated errors (Q4819555) (← links)
- Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
- On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (Q6177225) (← links)