Pages that link to "Item:Q2535158"

The following pages link to Nonparametric estimation in Markov processes (Q2535158):

Displaying 50 items.

• Kernel density estimators for random fields satisfying an interlaced mixing condition (Q389246) (← links)
• Estimation of the transition density of a Markov chain (Q405506) (← links)
• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
• Note on the uniform convergence of density estimates for mixing random variables (Q578794) (← links)
• Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
• Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
• Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
• Short-memory and the PPP hypothesis (Q956508) (← links)
• Approximating conditional density functions using dimension reduction (Q1036923) (← links)
• Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1 (Q1052009) (← links)
• Asymptotic normality of some kernel-type estimators of probability density (Q1055112) (← links)
• Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355) (← links)
• Asymptotic inference for stochastic processes (Q1143730) (← links)
• Density estimation for Markov processes using delta-sequences (Q1145454) (← links)
• Nonparametric estimation for Galton-Watson type process (Q1185556) (← links)
• On central and non-central limit theorems in density estimation for sequences of long-range dependence (Q1272162) (← links)
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
• Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
• On density estimation from ergodic processes (Q1307505) (← links)
• Nearest neighbor regression estimation for null-recurrent Markov time series (Q1312303) (← links)
• On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
• Kernel density estimation for random fields. (Density estimation for random fields) (Q1382233) (← links)
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
• Nonparametric estimation equations for time series data. (Q1423228) (← links)
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
• Limits to classification and regression estimation from ergodic processes (Q1807170) (← links)
• Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
• Kernel density estimation under dependence (Q1813323) (← links)
• Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
• Kernel-type density and failure rate estimation for associated sequences (Q1901674) (← links)
• Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
• On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
• Nonparametric inference for ergodic, stationary time series (Q1922412) (← links)
• Inhomogeneous and anisotropic conditional density estimation from dependent data (Q1952241) (← links)
• Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process (Q2338984) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
• Kernel estimation for stationary density of Markov chains with general state space (Q2501352) (← links)
• Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
• Regression function estimation from dependent observations (Q2638688) (← links)
• Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains (Q2689899) (← links)
• A Self-Normalized Central Limit Theorem for Markov Random Walks (Q2898915) (← links)
• Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES (Q3333924) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• Nonparametric recursive estimation in stationary markov processes (Q3473182) (← links)
• Inférence statistique dans les processus stochastiques: Aperçu historique (Q3774781) (← links)