Nonparametric regression for nonstationary processes
DOI10.1080/10485250008832808zbMATH Open0944.62042OpenAlexW2023598561MaRDI QIDQ4485017FDOQ4485017
Authors: Carlo Grillenzoni 
Publication date: 5 June 2000
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250008832808
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- Optimal Recursive Estimation of Dynamic Models
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- On the asymptotic distributions of bandwidth estimates
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Cited In (18)
- Nonparametric Regression with Sample Design Following a Random Process
- Robust nonparametric estimation of the intensity function of point data
- Non-linear predictors of transformed stationary processes
- Online kernel estimation of stationary stochastic diffusion models
- Sequential kernel estimation of the conditional intensity of nonstationary point processes
- Automatic bandwidth selection in robust nonparametric regression
- Power-weighted densities for time series data
- On the Cesàro-means-based orthogonal series approach to learning time-varying regression functions
- Nonparametric transformation regression with nonstationary data
- Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models
- Title not available (Why is that?)
- Non-parametric smoothing of spatio-temporal point processes
- An approximation procedure of quantiles using an estimation of kernel method for quality control
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Parametric nonstationary correlation models
- Methods of regularization in the problem of reconstruction of nonstationary regression dependence.
- Nonparametric regression for locally stationary time series
- On recursive estimation for time varying autoregressive processes
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