Pages that link to "Item:Q1333576"
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The following pages link to Properties of nonparametric estimators of autocovariance for stationary random fields (Q1333576):
Displayed 11 items.
- GMM estimation with cross sectional dependence (Q113633) (← links)
- Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data (Q860333) (← links)
- Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
- Local linear regression estimation of the variogram. (Q1423136) (← links)
- Nonparametric kernel estimation of an isotropic variogram. (Q1427798) (← links)
- On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters (Q1600713) (← links)
- Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments (Q2456014) (← links)
- Asymptotic normality of the Nadaraya-Watson semivariogram estimators (Q2477586) (← links)
- Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
- Nonparametric autocovariance estimation from censored time series by Gaussian imputation (Q3611829) (← links)
- Parametric modelling of growth curve data: An overview. (With comments) (Q5952294) (← links)