NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Central limit theorems under weak dependence
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Curve Estimates
- scientific article; zbMATH DE number 3591256 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
- Nonparametric estimation in Markov processes
- Nonparametric estimation of Markov transition functions
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- On Estimation of a Probability Density Function and Mode
- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
- Remarks on Some Nonparametric Estimates of a Density Function
- Strong consistency of density estimation by orthogonal series methods for dependent variables with applications
- The estimation of a nonlinear moving average model
Cited in
(only showing first 100 items - show all)- Testing the martingale difference hypothesis using integrated regression functions
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models
- Nearest neighbor conditional estimation for Harris recurrent Markov chains
- Efficient estimation of copula-based semiparametric Markov models
- Kernel estimation and interpolation for time series containing missing observations
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Almost sure convergence of recursive density estimators for stationary mixing processes
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
- Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
- Nonparametric curve estimation from time series
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- On central and non-central limit theorems in density estimation for sequences of long-range dependence
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
- Testing linearity for NARX models
- Asymptotic normality of nonparametric estimators under -mixing condition
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- Functional estimation for time series: Uniform convergence properties
- Kernel autocorrelogram for time-deformed processes
- Nonparametric vector autoregression
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models
- Towards a nonparametric test of linearity for times series
- Characteristics of hand tremor time series
- Density estimation for time series by histograms
- Nonparametric time series regression
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- Kernel density estimation under weak dependence with sampled data
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
- Frequency polygons for weakly dependent processes
- Kernel density estimation for random fields. (Density estimation for random fields)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- Multivariate regression estimation: Local polynomial fitting for time series
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
- Local polynomial fitting under association
- Effective nonparametric estimation in the case of severely discretized data
- Bootstrapping nonparametric estimators of the volatility function.
- Kernel density estimation for spatial processes: The \(L_{1}\) theory
- Local M-estimator for nonparametric time series.
- Hellinger distance estimation of nonlinear dynamical systems.
- Nonparametric estimation equations for time series data.
- Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
- Nonparametric estimation of American options' exercise boundaries and call prices
- On bootstrapping \(L_2\)-type statistics in density testing
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
- Nonparametric estimates for conditional quantiles of time series
- Nonparametric estimation of dynamic discrete choice models for time series data
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
- Spatial kernel regression estimation: weak consistency
- Kernel density estimator for strong mixing processes
- Regression-type inference in nonparametric autoregression
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
- Nonparametric model checks for time series
- On the estimation of -ARCH models
- Kernel density estimation under dependence
- Nonparametric density estimators based on nonstationary absolutely regular random sequences
- Nonparametric estimation in null recurrent time series.
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Nonlinear time series analysis since 1990: Some personal reflections
- Necessary and sufficient conditions for the conditional central limit theorem
- Bootstraps for time series
- The approximate distribution of nonparametric regression estimates
- Kernel estimation of the regression function with random sampling times
- A strong law of large numbers for triangular mixingale arrays
- Nonparametric inference for ergodic, stationary time series
- On histograms for linear processes
- Kernel estimation under linear-exponential loss
- Kernel spatial density estimation in infinite dimension space
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
- On nonparametric estimation in nonlinear AR(1)-models
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
- American options with stochastic dividends and volatility: a nonparametric investigation
- Nonparametric inference on structural breaks
- A triangular central limit theorem under a new weak dependence condition
- Skill-biased technical change and labor market inefficiency
- Estimation for varying coefficient panel data model with cross-sectional dependence
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- On a class of recursive estimators for spatially dependent observations
- Asymptotic properties of conditional least-squares estimators for array time series
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
- Nonparametric predictive regression
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Local linear spatial regression
- Extremal quantile regression
- Density estimation for spatial-temporal models
- On local linear regression for strongly mixing random fields
- Autoregressive functions estimation in nonlinear bifurcating autoregressive models
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
- Are there common values in first-price auctions? A tail-index nonparametric test
- Bootstrapping the nonparametric ARCH regression model
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
- Nonparametric density estimation for nonmixing approximable stochastic processes
- Prediction in moving average processes
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Panel nonparametric regression with fixed effects
- Asymptotic inference from multi-stage samples
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