scientific article; zbMATH DE number 3990630

zbMATH Open0612.62053MaRDI QIDQ3753286FDOQ3753286

Peter M. Robinson

Publication date: 1986

Title of this publication is not available (Why is that?)

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• 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

zbMATH Keywords

density estimationscore functionderivativesKernel estimatorstime series residualsoperational central limit theoremstationary autoregression

Mathematics Subject Classification ID

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

Cited In (8)

• Estimating deterministically time-varying variances in regression models
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• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• Tests for changing mean with monotonic power
• TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
• Nonparametric curve estimation with time series errors
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations

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