Pages that link to "Item:Q2714931"

The following pages link to On the estimation of the marginal density of a moving average process (Q2714931):

Displaying 24 items.

• A note on efficient density estimators of convolutions (Q453030) (← links)
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
• Tests for normality based on density estimators of convolutions (Q625030) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Convergence rates of density estimators for sums of powers of observations (Q745338) (← links)
• Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
• The mean consistency of wavelet estimators for convolutions of the density functions (Q1643808) (← links)
• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
• Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms (Q2370459) (← links)
• Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
• Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
• Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
• Fast nonparametric estimation for convolutions of densities (Q2870712) (← links)
• A Convolution Estimator for the Density of Nonlinear Regression Observations (Q2911718) (← links)
• Efficient Estimation for Semiparametric Semi-Markov Processes (Q3155269) (← links)
• Estimation of convolution in the model with noise (Q3455249) (← links)
• Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
• Root<i>n</i>consistent density estimators for sums of independent random variables (Q4653508) (← links)
• Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
• On the integrated mean squared error of wavelet density estimation for linear processes (Q6166014) (← links)