Nonparametric regression with dependent errors
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Cited in
(25)- scientific article; zbMATH DE number 1159794 (Why is no real title available?)
- Non-parametric estimation under strong dependence
- Minimax estimation for the deconvolution model in random design with long-memory dependent errors
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence
- Nonparametric regression with correlated errors.
- Kink estimation in stochastic regression with dependent errors and predictors
- Using randomization to improve the performance of regression estimators under dependence
- On nonparametric prediction of linear processes
- Randomized Fixed Design Regression under Long-Range-Dependent Errors
- Minimax rates of convergence for nonparametric location-scale models
- Wavelet regression in random design with heteroscedastic dependent errors
- Some results on random design regression with long memory errors and predictors
- Convergence rates of least squares regression estimators with heavy-tailed errors
- Nonparametric regression for dependent data in the errors-in-variables problem
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
- Adaptive deep learning for nonlinear time series models
- Orthogonal series regression estimation under long-range dependent errors
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach
- Bootstrap testing for discontinuities under long-range dependence
- Non-parametric identification with errors in independent variables
- Bayesian time series regression with nonparametric modeling of autocorrelation
- Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors
- Nonparametric ``regression when errors are positioned at end-points
- Nonparametric regression with martingale increment errors
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