Pages that link to "Item:Q1192959"
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The following pages link to Nonparametric function estimation involving time series (Q1192959):
Displaying 50 items.
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Frequency polygons for continuous random fields (Q625317) (← links)
- Kernel estimation for additive models under dependence (Q689169) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Kernel regression estimation for continuous spatial processes (Q926975) (← links)
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
- Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
- Robust nonparametric regression in time series (Q1191996) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
- Testing linearity for NARX models (Q1287103) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Nonparametric time series regression (Q1336524) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- Spatial nonparametric regression estimation: Non-isotropic case (Q1566060) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Detection of the jump points of a heteroscedastic regression model by wavelets (Q1594866) (← links)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
- Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
- Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- Spatial kernel regression estimation: weak consistency (Q1770071) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
- Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
- Quasi-likelihood models and optimal inference (Q1922414) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- Kernel spatial density estimation in infinite dimension space (Q1938874) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- Asymptotic normality of convergent estimates of conditional quantiles (Q2716936) (← links)
- <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
- Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
- NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS (Q3087505) (← links)
- On uniform consistent estimators for convex regression (Q3106431) (← links)
- Local<i>L</i>-estimators for nonparametric regression under dependence (Q3432398) (← links)
