Root n consistent and optimal density estimators for moving average processes
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Cites work
- A comparative study of two convolution-type estimators of the marginal density of moving average processes
- Accurate rates of density estimators for continuous-time processes
- Adaptive estimation in time-series models
- Adaptive Estimation of the Integral of Squared Regression Derivatives
- Asymptotic normality for density kernel estimators in discrete and continuous time
- Best asymptotic normality of the kernel density entropy estimator for smooth densities
- Efficient density estimation for ergodic diffusion processes
- Estimating invariant laws of linear processes by U-statistics.
- Estimating the innovation distribution in nonlinear autoregressive models
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
- scientific article; zbMATH DE number 1181283 (Why is no real title available?)
- Improved estimators for constrained Markov chain models
- Introduction to Time Series and Forecasting
- Local asymptotic normality for autoregression with infinite order
- Maximum penalized likelihood estimation. Vol. 1: Density estimation
- On average derivative quantile regression
- On Castellana-Leadbetter's condition for diffusion density estimation
- On smoothed probability density estimation for stationary processes
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
- Some problems of nonparametric estimation by observations of ergodic diffusion process
Cited in
(28)- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
- Estimating invariant laws of linear processes by U-statistics.
- A comparative study of two convolution-type estimators of the marginal density of moving average processes
- Online estimation of integrated squared density derivatives
- Recursive estimators of integrated squared density derivatives
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
- Uniform convergence of convolution estimators for the response density in nonparametric regression
- Prediction in moving average processes
- Consistency and asymptotic distribution of the Theil-Sen estimator
- On the estimation of the marginal density of a moving average process
- Non standard behavior of density estimators for functions of independent observations
- A convolution estimator for the density of nonlinear regression observations
- Improved Density Estimators for Invertible Linear Processes
- Optimal nonnegative definite approximations of estimated moving average covariance sequences
- Estimating the density of a possibly missing response variable in nonlinear regression
- Asymptotics of the Theil–Sen estimator in the simple linear regression model with a random covariate
- Rootnconsistent density estimators for sums of independent random variables
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
- Plug-in estimators for higher-order transition densities in autoregression
- Efficient density estimation in an AR(1) model
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
- Estimation for the convolution of several multidimensional densities
- Some developments in semiparametric statistics
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
- Efficient prediction for linear and nonlinear autoregressive models
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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