Pages that link to "Item:Q750048"
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The following pages link to Nonparametric regression with long-range dependence (Q750048):
Displayed 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Asymptotic equivalence for regression under fractional noise (Q482907) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Optimal estimation of the mean function based on discretely sampled functional data: phase transition (Q661158) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← 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)
- Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
- On rapid change points under long memory (Q989259) (← 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)
- Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307) (← links)
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← 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)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Estimation of the density of regression errors (Q2368851) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← 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)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)