Pages that link to "Item:Q4266871"
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The following pages link to Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation (Q4266871):
Displaying 13 items.
- The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← links)
- Generalized kernel regression estimator for dependent size-biased data (Q651074) (← links)
- Large deviation inequalities of LS estimator in nonlinear regression models (Q826675) (← links)
- An extension of the Hoeffding inequality to unbounded random variables (Q946139) (← links)
- Bounds for tail probabilities of martingales using skewness and kurtosis (Q946798) (← links)
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
- Large deviations for martingales. (Q1766013) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- An exponential inequality and the convergence rate of the strong law of large numbers in the unbounded forecasting game (Q3017911) (← links)
- Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors (Q5079044) (← links)
- Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors (Q6549195) (← links)
