Pages that link to "Item:Q1145454"
From MaRDI portal
The following pages link to Density estimation for Markov processes using delta-sequences (Q1145454):
Displaying 10 items.
- Nonparametric density estimation for functional data by delta sequences (Q467898) (← links)
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Nonparametric estimation for Galton-Watson type process (Q1185556) (← links)
- Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
- Kernel-type density and failure rate estimation for associated sequences (Q1901674) (← links)
- Posterior consistency of Dirichlet mixtures for estimating a transition density (Q2370455) (← links)
- Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
- A general method of density estimation for associated random variables (Q4265727) (← links)
- On<i>L</i><sub>1</sub>-consistency of kernel-type density estimator for stationary markov processes (Q4843877) (← links)
