Functional estimation for time series: Uniform convergence properties
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Cites work
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- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
- Consistency of a nonparametric estimate of a density function for dependent variables
- Covariance inequalities for strongly mixing processes
- Density estimation in Besov spaces
- Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
- Estimation des densit�s: risque minimax
- Functional estimation for time series. I: Quadratic convergence properties
- Mixing Conditions for Markov Chains
- Mixing: Properties and examples
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric curve estimation from time series
- Nonparametric function estimation for time series by local average estimators
- Nonparametric function estimation involving time series
- Nonparametric regression estimation under mixing conditions
- On smoothed probability density estimation for stationary processes
- On the Strong Mixing Property for Linear Sequences
- Probability density estimation using delta sequences
- Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
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- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
- The functional law of the iterated logarithm for stationary strongly mixing sequences
Cited in
(19)- Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series
- On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
- Weak dependence beyond mixing and asymptotics for nonparametric regression
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- Frequency domain theory for functional time series: variance decomposition and an invariance principle
- Evaluation for moments of a ratio with application to regression estimation
- Estimation and test of linearity for a class of additive nonlinear models
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Statistical Inference for Functional Time Series
- SPHARMA approximations for stationary functional time series on the sphere
- Nonparametric estimation of the hazard function under dependence conditions
- Nonparametric estimation of the maximum hazard under dependence conditions
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- Extremes of projections of functional time series on data-driven basis systems
- The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions
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- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
- scientific article; zbMATH DE number 447043 (Why is no real title available?)
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