Pages that link to "Item:Q2979611"

The following pages link to Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results (Q2979611):

Displaying 8 items.

• Nonparametric density estimation for spatial data with wavelets (Q1750001) (← links)
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
• Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
• Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
• Multiresolution approximation and consistent estimation of a multivariate density function (Q5096674) (← links)
• Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence (Q6175626) (← links)