Pages that link to "Item:Q750048"
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The following pages link to Nonparametric regression with long-range dependence (Q750048):
Displayed 36 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Nonparametric regression estimation for random fields in a fixed-design (Q882908) (← links)
- Consistency of the regression estimator with functional data under long memory conditions (Q928979) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Nonparametric regression with long-memory errors (Q1380570) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Function estimation via wavelet shrinkage for long-memory data (Q1816598) (← links)
- Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
- Distant long-range dependent sums and regression estimation (Q1904540) (← links)
- Estimation of the density of regression errors (Q2368851) (← links)
- Wavelet-based estimators of mean regression function with long memory data (Q2432592) (← links)
- Improved model selection method for a regression function with dependent noise (Q2457965) (← links)
- A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
- On the minimax optimality of block thresholded wavelet estimators with long memory data (Q2643279) (← links)
- Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation (Q4266871) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Prediction and nonparametric estimation for time series with heavy tails (Q4431622) (← links)
- The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
- Nonparametric estimation under long memory dependence (Q4470130) (← links)
- Local linear extrapolation (Q4470132) (← links)
- Binned modified cross–validation with dependent errors (Q4843852) (← links)
- On the asymptotic variance in nonparametric regression with fractional time-series errors (Q5434737) (← links)
- Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
- Randomized Fixed Design Regression under Long-Range-Dependent Errors (Q5457980) (← links)
- Nonparametric trend estimation in replicated time series (Q5945258) (← links)