Nonparametric statistics for stochastic processes
asymptotic normalitydensity estimationmean square errorinequalitieskernel estimatorsdependence structuremixing processesuniform almost sure convergencecoupling techniquesrandom regressorsregression functionscontinuous-time processesnonparametric predictiondiscrete-time processesquadratic errorsirregular pathsoptimal asymptoticsprediction of Markov processessuperoptimality
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
- Bootstrapping nonparametric estimators of the volatility function.
- Advances on asymptotic normality in non-parametric functional time series analysis
- Strong consistency of kernel estimates of regression function under dependence
- A robust varying coefficient approach to fuzzy multiple regression model
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
- Nonparametric entropy-based tests of independence between stochastic processes
- Change detection for uncertain autoregressive dynamic models through nonparametric estimation
- Nonparametric regression for nonstationary processes
- Adaptive bandwidth choice
- Estimation of nonlinear autoregressive models using design-adapted wavelets
- Nonparametric regression estimation with general parametric error covariance
- scientific article; zbMATH DE number 4084797 (Why is no real title available?)
- Finite sample performance of density estimators from unequally spaced data
- ON THE REGRESSION ESTIMATION FROM p-MIXING SAMPLES
- The profile likelihood estimation for single-index ARCH(\(p\))-M model
- A consistent nonparametric test of ergodicity for time series with applications
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
- New robust confidence intervals for the mean under dependence
- A note on variable selection in nonparametric regression with dependent data
- Set-indexed conditional empirical and quantile processes based on dependent data
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
- scientific article; zbMATH DE number 52901 (Why is no real title available?)
- Skolem and positivity completeness of ergodic Markov chains
- Estimation of the essential supremum of a regression function
- Statistical inference for generalized Ornstein-Uhlenbeck processes
- Asymptotic normality for density kernel estimators in discrete and continuous time
- Large and moderate deviations principles for kernel estimators of the multivariate regression
- Dark matter effects explanation with the torsion in the Minkowski space
- A nonparametric test for the change of the density function in strong mixing processes.
- On the asymptotic variance of the continuous-time kernel density estimator
- Semi-Parametric Density Estimation for Time-Series with Multiplicative Adjustment
- Nonparametric estimation in fractional SDE
- Kernel density estimation for linear processes
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- scientific article; zbMATH DE number 7547166 (Why is no real title available?)
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Limit theorems for iterated random functions
- Functional density estimation of the transition operator of a discrete-time Markov process.
- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- Modelling time trend via spline confidence band
- On confidence intervals for distribution function and density of ergodic diffusion process
- Nonparametric density estimation for positive time series
- Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
- Optimal asymptotic quadratic error of kernel estimators of Radon–Nikodym derivatives for strong mixing data
- scientific article; zbMATH DE number 2176422 (Why is no real title available?)
- Density Estimation for the Metropolis–Hastings Algorithm
- Nonparametric estimates for conditional quantiles of time series
- Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
- Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
- Nonparametric estimation of nonlinear rational expectation models
- A non-parametric model for fuzzy forecasting time series data
- Density estimation for associated sampling: A point process influenced approach
- Nonparametric prediction by conditional median and quantiles
- Unsupervised learning on U.S. weather forecast performance
- A note on non-parametric estimation with predicted variables
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
- Nonasymptotic bounds for autoregressive time series modeling.
- Testing conditional independence via empirical likelihood
- A weighted sieve estimator for nonparametric time series models with nonstationary variables
- Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*
- On a partly linear autoregressive model with moving average errors
- Testing super-diagonal structure in high dimensional covariance matrices
- Optimal sequential kernel detection for dependent processes
- Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
- Deconvolving multidimensional density from partially contaminated observations
- Nonparametric conditional predictive regions for time series
- Nonparametric estimation of density, regression and dependence coefficients
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression
- Estimation of an autoregressive semiparametric model with exogenous variables
- Consistency results for the kernel density estimate on continuous time stationary and dependent data
- Semiparametric inference in a GARCH-in-mean model
- On unbiased density estimation for ergodic diffusion
- Identification, Estimation, and Control of Uncertain Dynamic Systems: A Nonparametric Approach
- Modeling autoregressive fuzzy time series data based on semi-parametric methods
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes
- Simultaneous nonparametric inference of time series
- Resampling time series using missing values techniques
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Functional estimation for density, regression models and processes.
- Iterative kernel density estimation from noisy-dependent observations
- Histograms for stationary linear random fields
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Confidence intervals for the mean based on exponential type inequalities and empirical likelihood
- Using Triples to Assess Symmetry Under Weak Dependence
- Nonparametric Gaussian inference for stable processes
- Covariance matrix estimation for estimators of mixing weak ARMA models
- On the possibility of learning in reactive environments with arbitrary dependence
- An exponential inequality for associated variables
- Consistency of kernel density estimators for causal processes
- Estimation of General Stationary Processes by Variable Length Markov Chains
- A family of minimax rates for density estimators in continuous time
- Assessing the dependence structure of the components of hybrid time series processes using mutual information
- Estimation of state-dependent jump activity and drift for Markovian semimartingales
- Asymptotic behaviour of truncated projection density estimators.
- Kernel estimation for time series: an asymptotic theory
- A linear varying coefficient ARCH-M model with a latent variable
- Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
- Functional Estimation for Density, Regression Models and Processes
- Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator
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