NONPARAMETRIC ESTIMATORS FOR TIME SERIES
From MaRDI portal
Publication:3333924
Recommendations
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
- Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
- Estimacion no parametrica de curvas notables para datos dependientes
- NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
- Nonparametric density estimators based on nonstationary absolutely regular random sequences
Cites work
- scientific article; zbMATH DE number 3591256 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Central limit theorems under weak dependence
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Curve Estimates
- Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- Nonparametric estimation in Markov processes
- Nonparametric estimation of Markov transition functions
- On Estimation of a Probability Density Function and Mode
- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
- Remarks on Some Nonparametric Estimates of a Density Function
- Strong consistency of density estimation by orthogonal series methods for dependent variables with applications
- The estimation of a nonlinear moving average model
Cited in
(only showing first 100 items - show all)- Nonparametric estimation for dependent data
- On the asymptotic normality of kernel density estimators for causal linear random fields
- Weighted Nadaraya-Watson regression estimation
- On multivariate variable-kernel density estimates for time series
- Local linear fitting under near epoch dependence
- On bootstrapping \(L_2\)-type statistics in density testing
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
- Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series
- Recursive kernel estimation of the density under -weak dependence
- Nonparametric function estimation for time series by local average estimators
- Kernel estimation for additive models under dependence
- Mixtures of nonparametric autoregressions
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
- On central and non-central limit theorems in density estimation for sequences of long-range dependence
- Asymptotic inference from multi-stage samples
- Nonparametric curve estimation from time series
- On local linear regression for strongly mixing random fields
- Central limit theorems for nonparametric estimators with real-time random variables
- Estimation for varying coefficient panel data model with cross-sectional dependence
- Forecasting benchmarks of long-term stock returns via machine learning
- Nonparametric model checks for time series
- Order Choice in Nonlinear Autoregressive Models
- Nonlinear time series analysis since 1990: Some personal reflections
- Nonparametric inference for ergodic, stationary time series
- A strong law of large numbers for triangular mixingale arrays
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression
- Frequency polygons for weakly dependent processes
- Kernel estimation of the regression function with random sampling times
- Kernel density estimation for linear processes
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\)
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
- scientific article; zbMATH DE number 7578230 (Why is no real title available?)
- Let's get LADE: robust estimation of semiparametric multiplicative volatility models
- Extremal quantile regression
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- Estimation in semi-parametric regression with non-stationary regressors
- Nonparametric two-step regression estimation when regressors and error are dependent
- On nonparametric estimation in nonlinear AR(1)-models
- On nonparametric prediction of linear processes
- Consistency, integrability and asymptotic normality for some intermittent estimators
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
- Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series
- Estimation of and inference about the expected shortfall for time series with infinite variance
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Bootstrapping the nonparametric ARCH regression model
- Nonparametric estimates for conditional quantiles of time series
- On a class of recursive estimators for spatially dependent observations
- Asymptotic theory for nonparametric regression with spatial data
- Estimation of a multiple-threshold \(AR(p)\) model
- Some developments in semiparametric statistics
- On the estimation of the density of a directional data stream
- Kernel density estimation for random fields. (Density estimation for random fields)
- Nonparametric estimation equations for time series data.
- Kernel density estimation for spatial processes: The \(L_{1}\) theory
- Efficient prediction for linear and nonlinear autoregressive models
- Nonparametric trend estimation in replicated time series
- Asymptotic properties of conditional least-squares estimators for array time series
- Nonparametric transformation to white noise
- Adjusted empirical likelihood for probability density functions under strong mixing samples
- Panel nonparametric regression with fixed effects
- Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Kernel density estimation for dynamical systems
- Are there common values in first-price auctions? A tail-index nonparametric test
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
- Testing linearity for NARX models
- Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
- Necessary and sufficient conditions for the conditional central limit theorem
- Stochastic modeling of particle movement with application to marine biology and oceanography
- Kernel density estimation under weak dependence with sampled data
- Estimation of the trend function for spatio-temporal models
- Fixed-design regression for linear time series
- Spatial kernel regression estimation: weak consistency
- Nonparametric vector autoregression
- On internally corrected and symmetrized kernel estimators for nonparametric regression
- LocalL-estimators for nonparametric regression under dependence
- Density Estimation for One-Dimensional Dynamical Systems
- Asymptotic normality of nonparametric estimators under -mixing condition
- scientific article; zbMATH DE number 3990630 (Why is no real title available?)
- Semiparametric dynamic portfolio choice with multiple conditioning variables
- Local linear regression for estimating time series data.
- The approximate distribution of nonparametric regression estimates
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
- Regression-type inference in nonparametric autoregression
- Efficient estimation in dynamic conditional quantile models
- Kernel density estimation for linear processes
- Nonparametric estimation in null recurrent time series.
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Hellinger distance estimation of nonlinear dynamical systems.
This page was built for publication: NONPARAMETRIC ESTIMATORS FOR TIME SERIES
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3333924)
