Pages that link to "Item:Q2739868"
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The following pages link to Functional Estimation of a Density Under a New Weak Dependence Condition (Q2739868):
Displayed 16 items.
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
- Convergence rates in the law of large numbers and in density estimation for associated random variables (Q883409) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Pointwise adaptive estimation of the marginal density of a weakly dependent process (Q2407072) (← links)
- Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
- Density Estimation for One-Dimensional Dynamical Systems (Q4534855) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
- A simple integer-valued bilinear time series model (Q5480013) (← links)