Pages that link to "Item:Q2482129"
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The following pages link to Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129):
Displaying 13 items.
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
- Optimal adaptive estimation of the relative density (Q497865) (← links)
- Adaptive estimation of the hazard rate with multiplicative censoring (Q511669) (← links)
- Model selection for hazard rate estimation in presence of censoring (Q649100) (← links)
- Multivariate adaptive warped kernel estimation (Q2002571) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Semiparametric inference for mixtures of circular data (Q2154957) (← links)
- Adaptive distributed methods under communication constraints (Q2215741) (← links)
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
- Warped bases for conditional density estimation (Q2439928) (← links)
- ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (Q3551012) (← links)
- Adaptive Warped Kernel Estimators (Q5251480) (← links)
