Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
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Publication:3681735
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Cited in
(37)- On multivariate variable-kernel density estimates for time series
- Kernel estimation for additive models under dependence
- Nonparametric density estimation in hidden Markov models
- Functional density estimation of the transition operator of a discrete-time Markov process.
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
- Nonparameteric estimation in mixing sequences of random variables
- Quadratic errors for nonparametric estimates under dependence
- scientific article; zbMATH DE number 4070051 (Why is no real title available?)
- Efficient prediction for linear and nonlinear autoregressive models
- Note on the uniform convergence of density estimates for mixing random variables
- Rate of convergence of the spline estimates for Markov chains
- Kernel density estimation for linear processes
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- On bandwidth choice for density estimation with dependent data
- Generalized look-ahead methods for computing stationary densities
- Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
- Density estimation for time series by histograms
- Consistency of kernel density estimators for causal processes
- Uniform strong consistency of kernel density estimators under dependence
- Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
- Estimation in nonlinear regression with Harris recurrent Markov chains
- MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES
- DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS
- Prediction in moving average processes
- Integrated consistency of smoothed probability density estimators for stationary sequences
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions
- Prediction in invertible linear processes
- Testing the functions defining a nonlinear autoregressive time series
- Robust kernel estimators for additive models with dependent observations
- Regression function estimation from dependent observations
- \(M\)-type regression splines involving time series
- Some automated methods of smoothing time-dependent data
- On histograms for linear processes
- scientific article; zbMATH DE number 932624 (Why is no real title available?)
- Nonparametric regression for nonstationary processes
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