Pages that link to "Item:Q1848887"

The following pages link to Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887):

Displaying 30 items.

• Nonparametric estimation for survival data with censoring indicators missing at random (Q394770) (← links)
• Model selection for weakly dependent time series forecasting (Q442082) (← links)
• MCMC design-based non-parametric regression for rare event. application to nested risk computations (Q515537) (← links)
• Adaptive estimation for Hawkes processes; application to genome analysis (Q605927) (← links)
• Nonparametric regression with martingale increment errors (Q645603) (← links)
• Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
• Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
• Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path (Q1009248) (← links)
• Orthogonal series estimates on strong spatial mixing data (Q1681044) (← links)
• Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
• Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models (Q1767484) (← links)
• A new algorithm for fixed design regression and denoising (Q1768095) (← links)
• Cumulative distribution function estimation under interval censoring case 1 (Q1951965) (← links)
• Drift estimation on non compact support for diffusion models (Q2021393) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Gaussian linear model selection in a dependent context (Q2233592) (← links)
• Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
• Least squares type estimation of the transition density of a particular hidden Markov chain (Q2426823) (← links)
• Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes (Q2439214) (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
• Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
• Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935) (← links)
• A Note on Nonparametric Regression with β-Mixing Sequences (Q3585316) (← links)
• Model selection for (auto-)regression with dependent data (Q4534854) (← links)
• Non-parametric regression for spatially dependent data with wavelets (Q4559353) (← links)
• Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
• Penalized nonparametric drift estimation for a multidimensional diffusion process (Q5299463) (← links)
• Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints (Q5467608) (← links)
• Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations (Q6115250) (← links)
• Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728) (← links)