Pages that link to "Item:Q5905553"
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The following pages link to Kernel density estimation for linear processes (Q5905553):
Displayed 14 items.
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- On the strong uniform consistency of density estimation for strongly dependent sequences (Q1344816) (← links)
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes (Q2432778) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- Asymptotic Distributions of Innovation Density Estimators in Linear Processes (Q3526080) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- Kernel density estimation for linear processes (Q5917519) (← links)