Pages that link to "Item:Q5582756"
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The following pages link to Nonparametric Estimation of the Transition Distribution Function of a Markov Process (Q5582756):
Displaying 50 items.
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Rate of convergence of the spline estimates for Markov chains (Q581981) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← 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 density estimation on random fields (Q921787) (← links)
- Nonparametric estimation of conditional expectation (Q958769) (← links)
- Robust quantile estimation and prediction for spatial processes (Q988123) (← links)
- Estimating some characteristics of the conditional distribution in nonparametric functional models (Q995836) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Rate of uniform consistency for nonparametric estimates with functional variables (Q1039469) (← links)
- Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1 (Q1052009) (← links)
- Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355) (← links)
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357) (← links)
- Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
- Some asymptotic properties of an estimate of the survival function under dependence conditions (Q1123508) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Nonparametric estimation for Galton-Watson type process (Q1185556) (← links)
- Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
- Non-parametric estimation of deterministically chaotic systems (Q1338103) (← links)
- Smooth estimate of quantiles under association (Q1382225) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Fixed design regression quantiles for time series (Q1771423) (← links)
- Limits to classification and regression estimation from ergodic processes (Q1807170) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- The approximate distribution of nonparametric regression estimates (Q1892980) (← links)
- Asymptotic normality of a smooth estimate of a random field distribution function under association (Q1897099) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data (Q1951986) (← links)
- CLT for single functional index quantile regression under dependence structure (Q2062486) (← links)
- Rank dynamics for functional data (Q2189596) (← links)
- Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship (Q2283648) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- On the non-parametric prediction of conditionally stationary sequences (Q2573252) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- Asymptotic normality of convergent estimates of conditional quantiles (Q2716936) (← links)
- The conditional cumulative distribution function in single functional index model (Q2816665) (← links)
- A Self-Normalized Central Limit Theorem for Markov Random Walks (Q2898915) (← links)
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau (Q3038407) (← links)
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data (Q3121183) (← links)
