Additive regression model for stationary and ergodic continuous time processes
From MaRDI portal
Publication:2979007
Recommendations
- Additive Regression Model for Continuous Time Processes
- Asymptotic normality of the additive regression components for continuous time processes
- Asymptotic results for the regression function estimate on continuous time stationary and ergodic data
- Additive time series: The kernel integration method
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A Bayesian method for weighted sampling
- A kernel method of estimating structured nonparametric regression based on marginal integration
- A note on kernel density estimation at a parametric rate†
- A rank statistics approach to the consistency of a general bootstrap
- A simple bias reduction method for density estimation
- Absolute regularity and ergodicity of Poisson count processes
- Additive Regression Model for Continuous Time Processes
- Additive regression and other nonparametric models
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Bootstrapping general empirical measures
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
- Exchangeably weighted bootstraps of the general empirical process
- Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
- Fitting a bivariate additive model by local polynomial regression
- General asymptotic confidence bands based on kernel-type function estimators
- How do bootstrap and permutation tests work?
- Introduction to strong mixing conditions. Vol. 3.
- Linear smoothers and additive models
- Non-strong mixing autoregressive processes
- Nonparametric Identification for Diffusion Processes
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
- On higher order kernels
- On internally corrected and symmetrized kernel estimators for nonparametric regression
- On the strong approximation of bootstrapped empirical copula processes with applications
- Rate optimal estimation with the integration method in the presence of many covariates
- Resampling Student's \(t\)-type statistics
- Some asymptotic theory for the bootstrap
- Some uniform consistency results in the partially linear additive model components estimation
- Strong consistency of the internal estimator of nonparametric regression with dependent data
- The dimensionality reduction principle for generalized additive models
- Uniform in bandwidth consistency of kernel-type function estimators
- Weighted resampling of martingale difference arrays with applications
Cited in
(12)- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- Additive Regression Model for Continuous Time Processes
- Asymptotic normality of the additive regression components for continuous time processes
- Consistency results of the M-regression function estimator for stationary continuous-time and ergodic data
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Additive time series: The kernel integration method
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- Asymptotic properties of conditional U -statistics using delta sequences
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
- Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
- Asymptotic normality for the wavelet partially linear additive model components estimation
This page was built for publication: Additive regression model for stationary and ergodic continuous time processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2979007)
