Generalised kernel smoothing for non-negative stationary ergodic processes
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Cites work
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- Iterated Random Functions
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
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- Local linear smoothers using asymmetric kernels
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- Non-strong mixing autoregressive processes
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Cited in
(13)- Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
- Local linear smoothers using inverse Gaussian regression
- Local linear regression with reciprocal inverse Gaussian kernel
- Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
- On wavelet estimation of the derivatives of a density based on biased data
- Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel
- Statistical inference in the partial linear models with the inverse gaussian kernel
- Asymptotic results in gamma kernel regression
- Generalized kernel regression estimator for dependent size-biased data
- Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support
- Generalized nonparametric asymmetric kernel regression estimator with responses missing for nonnegative stationary and ergodic data
- Some kernel estimators for varextropy function under length-biased sampling
- Local linear gamma kernel smoother for regression function with non negative covariate
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