scientific article; zbMATH DE number 3990630

MaRDI QIDQ3753286zbMATH OpenFDO

Authors Peter M. Robinson

Publication date 1986

zbMATH Keywords

density estimationderivativesKernel estimatorsoperational central limit theoremscore functionstationary autoregressiontime series residuals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonparametric regression with rescaled time series errors
• scientific article; zbMATH DE number 4201426
• TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
• Nonparametric time series regression
• Nonparametric regression estimation in a null recurrent time series
• Estimation in nonlinear time series models
• Nonparametric specification for non-stationary time series regression

Cited in

(10)

• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
• Estimating deterministically time-varying variances in regression models
• Estimation of time series models using residuals dependence measures
• Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data
• Tests for changing mean with monotonic power
• TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
• scientific article; zbMATH DE number 1208109 (Why is no real title available?)
• scientific article; zbMATH DE number 2148869 (Why is no real title available?)
• Nonparametric curve estimation with time series errors
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3753286)