Pages that link to "Item:Q995428"

The following pages link to Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428):

Displaying 19 items.

• Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
• Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
• Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution (Q625017) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
• Online estimation of integrated squared density derivatives (Q2216958) (← links)
• Recursive estimators of integrated squared density derivatives (Q2288772) (← links)
• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
• Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
• Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
• Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
• A Convolution Estimator for the Density of Nonlinear Regression Observations (Q2911718) (← links)
• Asymptotic Distributions of Innovation Density Estimators in Linear Processes (Q3526080) (← links)
• Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
• Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)