Nonparametric regression for locally stationary random fields under stochastic sampling design
DOI10.3150/21-BEJ1385MaRDI QIDQ2137017FDOQ2137017
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.06371
nonparametric regressionadditive modelirregularly spaced data[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy-driven+moving+average+random+field&go=Go L��vy-driven moving average random field]locally stationary random field
Nonparametric inference (62Gxx) Stochastic processes (60Gxx) Inference from stochastic processes (62Mxx)
Cites Work
- Title not available (Why is that?)
- Mixing: Properties and examples
- Statistical inference for time-varying ARCH processes
- Nonparametric spatial regression under near-epoch dependence
- Spectral representations of infinitely divisible processes
- Fitting time series models to nonstationary processes
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- Estimation of semiparametric locally stationary diffusion models
- Efficient estimation of a multivariate multiplicative volatility model
- On the central limit theorem for stationary mixing random fields
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Nonparametric regression for locally stationary time series
- Local linear spatial regression
- Weak dependence. With examples and applications.
- Fourier Analysis of Irregularly Spaced Data onRd
- Spatial Modeling With Spatially Varying Coefficient Processes
- Resampling methods for spatial regression models under a class of stochastic designs
- Local linear spatial quantile regression
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Lévy-driven CARMA processes
- Local linear quantile estimation for nonstationary time series
- Asymptotic theory for nonparametric regression with spatial data
- Rates of convergence for empirical processes of stationary mixing sequences
- UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
- Local stationarity and time-inhomogeneous Markov chains
- Multivariate CARMA processes
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes
- Confidence bands in nonparametric time series regression
- Nonparametric estimation for linear SPDEs from local measurements
- A caution on mixing conditions for random fields
- A frequency domain empirical likelihood method for irregularly spaced spatial data
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables
- Normalized least-squares estimation in time-varying ARCH models
- Nonparametric regression for locally stationary random fields under stochastic sampling design
- Locally stationary spatio-temporal processes
- Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data
- Nonparametric specification for non-stationary time series regression
- Parameter Stability and Semiparametric Inference in Time Varying Auto-Regressive Conditional Heteroscedasticity Models
- Continuous Auto-Regressive Moving Average Random Fields on Rn
- Towards a general theory for nonlinear locally stationary processes
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
- An inverse problem for infinitely divisible moving average random fields
Cited In (9)
- Continuous-time locally stationary time series models
- Inverse regression for spatially distributed functional data
- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- Nonparametric regression for locally stationary functional time series
- Nonparametric regression for locally stationary random fields under stochastic sampling design
- Regularized nonlinear regression with dependent errors and its application to a biomechanical model
- Local likelihood estimation for nonstationary random fields
- Nonparametric regression for locally stationary random fields under stochastic sampling design
This page was built for publication: Nonparametric regression for locally stationary random fields under stochastic sampling design
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2137017)