Average regression surface for dependent data
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Recommendations
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Cites work
- A central limit theorem for local polynomial backfitting estimators
- A kernel method of estimating structured nonparametric regression based on marginal integration
- A Review of Nonparametric Time Series Analysis
- Additive regression and other nonparametric models
- An Effective Bandwidth Selector for Local Least Squares Regression
- Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Conditions for linear processes to be strong-mixing
- Direct estimation of low-dimensional components in additive models.
- Fitting a bivariate additive model by local polynomial regression
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
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- Linear smoothers and additive models
- Local linear regression smoothers and their minimax efficiencies
- Local Polynomial Estimation of Regression Functions for Mixing Processes
- Miscellanea. Efficient estimation of additive nonparametric regression models
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Multivariate locally weighted least squares regression
- Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
- Nonparametric and Non-Linear Models and Data Mining in time Series: A Case-Study on the Canadian Lynx Data
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
- Nonparametric Identification of Nonlinear Time Series: Projections
- On the Strong Mixing Property for Linear Sequences
- Robust reconstruction of functions by the local-approximation method
- Some Limit Theorems for Random Functions. I
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- Uniform strong estimation under \(\alpha\)-mixing, with rates
Cited in
(7)- Estimating multiplicative and additive hazard functions by kernel methods
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
- Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Partially varying coefficient instrumental variables models
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Averaged estimation of functional-coefficient regression models with different smoothing varia\-bles
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