Pages that link to "Item:Q910098"
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The following pages link to Convergence rates in density estimation for data from infinite-order moving average processes (Q910098):
Displaying 38 items.
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
- Nonparametric regression with long-range dependence (Q750048) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- On central and non-central limit theorems in density estimation for sequences of long-range dependence (Q1272162) (← links)
- On density estimation from ergodic processes (Q1307505) (← links)
- Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
- On the asymptotic mean integrated squared error of a kernel density estimator for dependent data (Q1380630) (← links)
- Nonparametric M-estimation with long-memory errors (Q1410279) (← links)
- Finite sample performance of density estimators from unequally spaced data (Q1590838) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Function estimation via wavelet shrinkage for long-memory data (Q1816598) (← links)
- On the asymptotic expansion of the empirical process of long-memory moving averages (Q1816969) (← links)
- Influence of long memory on the asymptotic behaviour of functional estimators (Q1854704) (← links)
- On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes (Q2432778) (← links)
- On estimating the cumulant generating function of linear processes (Q2502138) (← links)
- Kernel density estimation from ergodic sample is not universally consistent (Q2563616) (← links)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- Asymptotic Distributions of Innovation Density Estimators in Linear Processes (Q3526080) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Nonparametric estimation under long memory dependence (Q4470130) (← links)
- Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them<sup>*</sup> (Q4485015) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- Kernel density estimation for linear processes (Q5917519) (← links)
- (Q6125992) (← links)
- On the integrated mean squared error of wavelet density estimation for linear processes (Q6166014) (← links)
- A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q6549173) (← links)
