Pages that link to "Item:Q1906198"
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The following pages link to Nonparametric regression under long-range dependent normal errors (Q1906198):
Displaying 50 items.
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Consistency of the regression estimator with functional data under long memory conditions (Q928979) (← links)
- On rapid change points under long memory (Q989259) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Nonparametric regression with long-memory errors (Q1380570) (← links)
- Nonparametric M-estimation with long-memory errors (Q1410279) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Distant long-range dependent sums and regression estimation (Q1904540) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Nearest neighbors estimation for long memory functional data (Q2220297) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
- Improved model selection method for a regression function with dependent noise (Q2457965) (← links)
- A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
- Kink estimation with correlated noise (Q2510642) (← links)
- On the minimax optimality of block thresholded wavelet estimators with long memory data (Q2643279) (← links)
- Strong consistency of regression function estimator with martingale difference errors (Q2669045) (← links)
- INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN (Q2801993) (← links)
- Computation of Spatial Gini Coefficients (Q2807600) (← links)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
- (Q2857727) (← links)
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series (Q2863050) (← links)
- NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
- Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data (Q3103145) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS (Q3652624) (← links)
- Nonparametric estimation under long memory dependence (Q4470130) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
