Pages that link to "Item:Q4012947"
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The following pages link to KERNEL REGRESSION SMOOTHING OF TIME SERIES (Q4012947):
Displayed 50 items.
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (Q268733) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Robust nonparametric estimation for spatial regression (Q963853) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
- Nonparametric time series regression (Q1336524) (← links)
- Semiparametric approximation methods in multivariate model selection (Q1347855) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Kernel regression estimates of growth curves using nonstationary correlated errors (Q1365178) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors (Q1880285) (← links)
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
- On a nonparametric resampling scheme for Markov random fields (Q1952237) (← links)
- A bootstrap detection for operational determinism (Q1963772) (← links)
- Autoregressive functions estimation in nonlinear bifurcating autoregressive models (Q2412762) (← links)
- Confidence intervals of variance functions in generalized linear model (Q2431957) (← links)
- Empirical likelihood-based subset selection for partially linear autoregressive models (Q2439254) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
- Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
- A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence (Q2884905) (← links)
- Recursive regression estimators with application to nonparametric prediction (Q2892921) (← links)
- On the functional local linear estimate for spatial regression (Q2909816) (← links)
- Adaptively Varying-Coefficient Spatiotemporal Models (Q2920286) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- Mixtures of nonparametric autoregressions (Q3021189) (← links)
- Non-parametric estimation of a multiscale CHARN model using SVR (Q3182652) (← links)
- Error variance estimation in semi-functional partially linear regression models (Q3455250) (← links)
- Nonparametric spatial prediction under stochastic sampling design (Q3569205) (← links)
- Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
- On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
- Non‐parametric Regression with Dependent Censored Data (Q3608263) (← links)
- Nonparametric forecasting: a comparison of three kernel-based methods (Q4214004) (← links)
- Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905) (← links)