Nonparametric estimation for dependent data
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- A covariance inequality under a two-part dependence assumption
- About the Lindeberg method for strongly mixing sequences
- Asymptotic normality of regression estimators with long memory errors
- Convergence rates in density estimation for data from infinite-order moving average processes
- Effect of dependence on stochastic measures of accuracy of density estimators
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
- Introduction to strong mixing conditions. Vol. 1.
- LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
- Log-periodogram regression of time series with long range dependence
- Mixing properties of ARCH and time-varying ARCH processes
- Mixing properties of harris chains and autoregressive processes
- Mixing: Properties and examples
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Nonparametric estimation under long memory dependence
- Nonparametric regression under long-range dependent normal errors
- Nonparametric regression with long-range dependence
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On bandwidth choice for density estimation with dependent data
- On the Strong Mixing Property for Linear Sequences
- On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
- Quadratic errors for nonparametric estimates under dependence
- Random-design regression under long-range dependent errors
- Regular variation of GARCH processes.
- Root-N-Consistent Semiparametric Regression
- STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
- Semiparametric estimation from time series with long-range dependence
- Stochastic Limit Theory
- Strong mixing properties of linear stochastic processes
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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Cited in
(8)- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
- Change point detection for nonparametric regression under strongly mixing process
- scientific article; zbMATH DE number 1862451 (Why is no real title available?)
- Nonparametric Hypothesis Tests for Statistical Dependency
- scientific article; zbMATH DE number 863576 (Why is no real title available?)
- scientific article; zbMATH DE number 1944026 (Why is no real title available?)
- Adaptive nonparametric estimation in the presence of dependence
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