Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
From MaRDI portal
Publication:3038407
Cites work
- Consistent window estimation in nonparametric regression
- Contributions to the theory of nonparametric regression, with application to system identification
- Distribution-free consistency results in nonparametric discrimination and regression function estimation
- Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
- Estimation Non-paramétrique de la Régression: Revue Bibliographique
- scientific article; zbMATH DE number 3649854 (Why is no real title available?)
- scientific article; zbMATH DE number 3841066 (Why is no real title available?)
- scientific article; zbMATH DE number 3856206 (Why is no real title available?)
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 3936216 (Why is no real title available?)
- scientific article; zbMATH DE number 3721930 (Why is no real title available?)
- scientific article; zbMATH DE number 3752067 (Why is no real title available?)
- scientific article; zbMATH DE number 3766912 (Why is no real title available?)
- scientific article; zbMATH DE number 3793273 (Why is no real title available?)
- scientific article; zbMATH DE number 3502503 (Why is no real title available?)
- scientific article; zbMATH DE number 3617369 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- scientific article; zbMATH DE number 3227527 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3374705 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
- Nonparametric estimation of Markov transition functions
- Nonparametric estimation of the drift coefficient in the diffusion equation
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric Identification for Diffusion Processes
- On the \(\varphi\)-mixing condition for stationary random sequences
- On the almost everywhere convergence of nonparametric regression function estimates
- On the maximal deviation of the kernel regression function estimate
- On the uniform complete convergence of estimates for multivariate density functions and regression curves
- Probabilities of maximal deviations for nonparametric regression function estimates
- Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
- Sur la pr�diction non param�trique de variables al�atoires et de mesures al�atoires
- The uniform convergence of the nadaraya‐watson regression function estimate
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(63)- Large and moderate deviations principles for kernel estimators of the multivariate regression
- Kernel estimation and interpolation for time series containing missing observations
- Rates of convergence for classes of functions: The non-i.i.d. case
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Nonparameteric estimation in mixing sequences of random variables
- Consistency of a nonparametric estimate of a density function for dependent variables
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes
- Maximum entropy estimation of density and regression functions
- Functional estimation for time series: Uniform convergence properties
- Nonparametric vector autoregression
- Probability inequalities for sums of weakly dependent random variables
- Growth curves: A two-stage nonparametric approach
- Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
- \(M\)-type regression splines involving time series
- Choice of regressors in nonparametric estimation
- Adaptive estimators for parameters of the autoregression function of a Markov chain
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
- Nonparametric conditional predictive regions for time series
- Functional density estimation of the transition operator of a discrete-time Markov process.
- Moment inequalities for the partial sums of random variables
- Estimation of conditional L₁-median from dependent observations
- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality
- An efficient marginal integration estimator of a semiparametric additive modelling
- A note on prediction via estimation of the conditional mode function
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Quasi-likelihood models and optimal inference
- Estimating the density of unemployment duration based on contaminated samples or small samples
- Prediction in moving average processes
- Sum-functions of spacings of increasing order
- A General Approach To Nonparametric Histogram Estimation
- Bootstrap confidence intervals in functional nonparametric regression under dependence
- Consistency of a nearest neighbor density estimator for dependent variables
- Estimation of the Entropy Functional from Dependent Samples
- Nonparametric regression: An up–to–date bibliography
- Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
- Nonparametric drift estimation from ergodic samples
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Empirical distribution function for mixing random variables. application in nonparametric hazard estimation
- Kernel Estimators of General Radon-Nikodym Derivatives
- Nonparametric forecasting: a comparison of three kernel-based methods
- On sequential nearest neighbour regression estimation
- Some automated methods of smoothing time-dependent data
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
- Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions
- MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
- Order Choice in Nonlinear Autoregressive Models
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
- Level set and drift estimation from a reflected Brownian motion with drift
- A Bernstein inequality for exponentially growing graphs
- Learning whenever learning is possible: universal learning under general stochastic processes
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- An application of nonparametric regression estimation in credibility theory
- A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model
- Bandwidth selection in kernel M-estimation of regression function with truncated, censored and dependent data
- Bernstein-type inequalities and nonparametric estimation under near-epoch dependence
- Estimating the Lyapunov exponent from chaotic time series with dynamic noise
- New robust confidence intervals for the mean under dependence
- Efficient prediction for linear and nonlinear autoregressive models
- Nonparametric regression estimation under mixing conditions
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions
- Testing the functions defining a nonlinear autoregressive time series
This page was built for publication: Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3038407)