Pages that link to "Item:Q2432778"

The following pages link to Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes (Q2432778):

Displaying 9 items.

• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors (Q618013) (← links)
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
• Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• A review of uncertainty quantification for density estimation (Q2048457) (← links)
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables (Q2642743) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)