The following pages link to (Q3311493):
Displayed 12 items.
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models (Q908623) (← links)
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions (Q1269080) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition (Q1360969) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau (Q3038407) (← links)
- Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas (Q3357395) (← links)
- Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data (Q4235727) (← links)