Pages that link to "Item:Q4723096"

The following pages link to NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS (Q4723096):

Displaying 21 items.

• Frequency polygons for continuous random fields (Q625317) (← links)
• Different approaches to forecast interval time series: a comparison in finance (Q625643) (← links)
• Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
• Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
• Nonparametric regression estimation under mixing conditions (Q913405) (← links)
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
• Kernel regression estimation for continuous spatial processes (Q926975) (← links)
• Nonparametric estimation of conditional expectation (Q958769) (← links)
• Testing nonlinear forecastability in time series: Theory and evidence from the EMS (Q1128791) (← links)
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
• \(M\)-type regression splines involving time series (Q1360970) (← links)
• Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
• Spatial kernel regression estimation: weak consistency (Q1770071) (← links)
• On histograms for linear processes (Q1923431) (← links)
• Kernel spatial density estimation in infinite dimension space (Q1938874) (← links)
• Local linear spatial regression (Q2388333) (← links)
• Prediction in moving average processes (Q2475751) (← links)
• Prediction in invertible linear processes (Q2643044) (← links)
• <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
• GDP nowcasting with ragged-edge data: a semi-parametric modeling (Q3065503) (← links)