Local Polynomial Estimation of Regression Functions for Mixing Processes
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(only showing first 100 items - show all)- Nonparametric regression estimation with general parametric error covariance
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- Local M-estimator for nonparametric time series.
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- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
- Local polynomial estimation of a conditional mean function with dependent truncated data
- Effect of dependence on stochastic measures of accuracy of density estimators
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
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- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
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- Asymptotics of estimators for nonparametric multivariate regression models with long memory
- Local linear conditional cumulative distribution function with mixing data
- On a class of recursive estimators for spatially dependent observations
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- Estimating a density under pointwise constraints on the derivatives
- On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
- Nonparametric relative regression under random censorship model
- Inference on local causality and tests of non-causality in time series
- On the large-sample behavior of two estimators of the conditional copula under serially dependent data
- Local linear spatial regression
- On local linear regression for strongly mixing random fields
- Local polynomial estimations of time-varying coefficients for local stationary diffusion models
- Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
- Nonparametric estimation of the marginal effect in fixed-effect panel data models
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study
- Empirical likelihood based inference for the derivative of the nonparametric regression function
- Sieve inference on possibly misspecified semi-nonparametric time series models
- The nonparametric estimation of long memory spatio-temporal random field models
- Consistent estimation of a general nonparametric regression function in time series
- When bias contributes to variance: true limit theory in functional coefficient cointegrating regression
- Robust local polynomial regression for dependent data
- Model-free inference for tail risk measures
- Approximating volatilities by asymmetric power GARCH functions
- Adaptive likelihood estimator of conditional variance function
- Local linear regression for non grid spatiotemporal models with autoregressive errors
- On asymptotic normality of the local polynomial regression estimator with stochastic bandwidths
- Recursive regression estimators with application to nonparametric prediction
- Prediction for spatio-temporal models with autoregression in errors
- Local \(M\)-estimation for conditional variance function with dependent data
- Nonparametric transformation to white noise
- Mixtures of nonparametric autoregressions
- Properties of the neural network sieve bootstrap
- Weighted nonparametric regression estimation with truncated and dependent data
- Nonparametric approach to intervention time series modeling
- Testing for the Markov property in time series
- Nonparametric estimation of the conditional variance function with correlated errors
- Nonparametric long term prediction of stock returns with generated bond yields
- LOCAL POLYNOMIAL QUASI-LIKELIHOOD REGRESSION ON RANDOM FIELDS
- A surveillance procedure for random walks based on local linear estimation
- scientific article; zbMATH DE number 5732746 (Why is no real title available?)
- Non‐parametric Regression with Dependent Censored Data
- Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Modelling time trend via spline confidence band
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Multivariate regression estimation: Local polynomial fitting for time series
- Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series
- On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
- A two–stage approach to additive time series models
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
- Weighted estimation of conditional mean function with truncated, censored and dependent data
- Local linear fitting under near epoch dependence
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
- Improved local polynomial estimation in time series regression
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- A semiparametric single index model with heterogeneous impacts on an unobserved variable
- Nonparametric conditional density estimation for censored data based on a recursive kernel
- Non-parametric regression for circular responses
- Nonparametric Regression for Spherical Data
- A nonparametric statistical procedure for the detection of marine pollution
- Recursive kernel regression estimation under α – mixing data
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
- A central limit theorem in non-parametric regression with truncated, censored and dependent data
- Local polynomial and penalized trigonometric series regression
- scientific article; zbMATH DE number 6454114 (Why is no real title available?)
- Dimension reduction transfer function model
- Estimation of the trend function for spatio-temporal models
- Bahadur representation for the nonparametric M-estimator under -mixing dependence
- Nonparametric inference for conditional quantiles of time series
- Average regression surface for dependent data
- A nonparametric least-squares test for checking a polynomial relationship
- Weighted Nadaraya-Watson regression estimation
- Local polynomial estimation with a FARIMA-GARCH error process
- Nonlinear and chaotic analysis of a financial complex system
- Screening-assisted dynamic multiple testing with false discovery rate control
- LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION
- Nonparametric estimation of a smooth trend in the presence of a periodic sequence
- Quantile varying-coefficient structural equation model
- Simulated Greeks for American options
- Local polynomial estimation of nonparametric general estimating equations
- Time series of functional data with application to yield curves
- Semi-recursive kernel conditional density estimators under random censorship and dependent data
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