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Cites work
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- Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
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- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
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- Nonparametric prediction by conditional median and quantiles
- On Testing Hypotheses in the Sliding Average Scheme by the Kolmogorov–Smirnov and \omega ^2 Tests
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
- Plug-in estimators for higher-order transition densities in autoregression
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
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Cited in
(5)- Some developments in semiparametric statistics
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- Prediction in invertible linear processes
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