Pages that link to "Item:Q3038407"
From MaRDI portal
The following pages link to Propri�t�s de convergence presque compl�te du pr�dicteur � noyau (Q3038407):
Displaying 50 items.
- Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
- A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model (Q680473) (← links)
- Estimating the Lyapunov exponent from chaotic time series with dynamic noise (Q713796) (← links)
- New robust confidence intervals for the mean under dependence (Q826963) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
- Large and moderate deviations principles for kernel estimators of the multivariate regression (Q1019536) (← links)
- Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
- Rates of convergence for classes of functions: The non-i.i.d. case (Q1083113) (← links)
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357) (← links)
- Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
- Consistency of a nonparametric estimate of a density function for dependent variables (Q1115056) (← links)
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Probability inequalities for sums of weakly dependent random variables (Q1324871) (← links)
- Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
- Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables (Q1337953) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- Choice of regressors in nonparametric estimation (Q1361510) (← links)
- Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Moment inequalities for the partial sums of random variables (Q1609575) (← links)
- Estimation of conditional \(L_1\)-median from dependent observations (Q1612942) (← links)
- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality (Q1737706) (← links)
- An efficient marginal integration estimator of a semiparametric additive modelling (Q1771486) (← links)
- A note on prediction via estimation of the conditional mode function (Q1819855) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Quasi-likelihood models and optimal inference (Q1922414) (← links)
- Estimating the density of unemployment duration based on contaminated samples or small samples (Q1971790) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Sum-functions of spacings of increasing order (Q2495824) (← links)
- A General Approach To Nonparametric Histogram Estimation (Q2785883) (← links)
- Consistency of a nearest neighbor density estimator for dependent variables (Q3369524) (← links)
- Estimation of the Entropy Functional from Dependent Samples (Q3593576) (← links)
- Nonparametric regression: An up–to–date bibliography (Q3692630) (← links)
- Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates (Q3709721) (← links)
- Nonparametric drift estimation from ergodic samples (Q3837416) (← links)
- KERNEL REGRESSION SMOOTHING OF TIME SERIES (Q4012947) (← links)
- Empirical distribution function for mixing random variables. application in nonparametric hazard estimation (Q4206236) (← links)
- Kernel Estimators of General Radon-Nikodym Derivatives (Q4211734) (← links)
- Nonparametric forecasting: a comparison of three kernel-based methods (Q4214004) (← links)
- On sequential nearest neighbour regression estimation (Q4248188) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)