Pages that link to "Item:Q1359395"

The following pages link to Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395):

Displaying 13 items.

• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
• Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
• Nonparametric estimation of conditional expectation (Q958769) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
• Estimators in step regression models (Q2348326) (← links)
• Local linear spatial regression (Q2388333) (← links)
• Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes (Q2432778) (← links)
• Reverse chaos may not be a curse<i>examples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate</i> (Q3369525) (← links)
• Efficient density estimation in an AR(1) model (Q6144410) (← links)