Pages that link to "Item:Q1185836"
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The following pages link to Fixed design regression for time series: Asymptotic normality (Q1185836):
Displaying 50 items.
- Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
- The consistency for estimator of nonparametric regression model based on NOD errors (Q372190) (← links)
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors (Q618013) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models (Q779692) (← links)
- Weighted sums of strongly mixing random variables with an application to nonparametric regression (Q894597) (← links)
- Asymptotic normality of wavelet estimator in heteroscedastic regression model (Q933052) (← links)
- Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples (Q956371) (← links)
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors (Q958903) (← links)
- Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
- Integrated square error of nonparametric estimators of regression function: The fixed design case (Q1200739) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. (Q1423247) (← links)
- Local block bootstrap (Q1565905) (← links)
- On bandwidth selection in partial linear regression models under dependence (Q1613093) (← links)
- Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
- Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors (Q1644207) (← links)
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications (Q1683634) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- Fixed design regression quantiles for time series (Q1771423) (← links)
- Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
- Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
- Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors (Q1880285) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors (Q1937774) (← links)
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences (Q1938329) (← links)
- The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences (Q2015698) (← links)
- Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications (Q2062375) (← links)
- On consistency of wavelet estimator in nonparametric regression models (Q2066532) (← links)
- The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors (Q2066533) (← links)
- A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence (Q2132263) (← links)
- Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors (Q2144648) (← links)
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors (Q2219873) (← links)
- The consistency of estimator under fixed design regression model with NQD errors (Q2258734) (← links)
- Berry-Esseen type bounds in heteroscedastic semi-parametric model (Q2276178) (← links)
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models (Q2287766) (← links)
- Complete \(q\)-th moment convergence and its statistical applications (Q2293128) (← links)
- On complete consistency for the weighted estimator of nonparametric regression models (Q2317571) (← links)
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models (Q2325324) (← links)
- The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model (Q2330529) (← links)
- Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process (Q2341011) (← links)
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables (Q2342928) (← links)
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications (Q2362956) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model (Q2406778) (← links)
