The following pages link to Wolfgang Wefelmeyer (Q188416):
Displaying 50 items.
- On efficient estimation of densities for sums of squared observations (Q452868) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution (Q625017) (← links)
- Tests for normality based on density estimators of convolutions (Q625030) (← links)
- Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Convergence rates of density estimators for sums of powers of observations (Q745338) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates (Q1012228) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- A counterexample concerning monotone unimodality (Q1077840) (← links)
- (Q1174116) (redirect page) (← links)
- A generalization of asymptotically linear estimators (Q1174117) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- A third-order optimum property of the maximum likelihood estimator (Q1245541) (← links)
- Addendum to ``A third-order optimum property of the maximum likelihood estimator'' (Q1254797) (← links)
- Reversible Markov chains and optimality of symmetrized empirical estimators (Q1283386) (← links)
- Information bounds for Gibbs samplers (Q1307091) (← links)
- Optimality properties of empirical estimators for multivariate point processes (Q1328349) (← links)
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
- Nonparametric estimators for Markov step processes (Q1336983) (← links)
- Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields (Q1354360) (← links)
- Empirical estimators for semi-Markov processes (Q1360377) (← links)
- Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765) (← links)
- Cox's factoring of regression model likelihoods for continuous-time processes (Q1385007) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- Characterizing efficient empirical estimators for local interaction Gibbs fields (Q1580837) (← links)
- Estimating joint distributions of Markov chains (Q1600681) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Estimators for models with constraints involving unknown parameters (Q1856474) (← links)
- Efficient estimation of invariant distributions of some semiparametric Markov chain models. (Q1856536) (← links)
- Estimating the innovation distribution in nonlinear autoregressive models (Q1868289) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- Efficiency of empirical estimators for Markov chains (Q1895348) (← links)
- Quasi-likelihood models and optimal inference (Q1922414) (← links)
- Markov chain Monte Carlo and Rao-Blackwellization (Q1973294) (← links)
- Estimating a density under pointwise constraints on the derivatives (Q2261923) (← links)
- Estimators in step regression models (Q2348326) (← links)
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms (Q2370459) (← links)
- Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes (Q2432778) (← links)
- Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
- Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Estimators for alternating nonlinear autoregression (Q2519039) (← links)
- Efficiency of estimators for partially specified filtered models (Q2640277) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
