Pages that link to "Item:Q1813323"
From MaRDI portal
The following pages link to Kernel density estimation under dependence (Q1813323):
Displayed 17 items.
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
- Kernel density estimator for strong mixing processes (Q1781510) (← links)
- Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
- Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses (Q1916172) (← links)
- On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
- On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
- On<i>L</i><sub>1</sub>-consistency of kernel-type density estimator for stationary markov processes (Q4843877) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)