The following pages link to (Q4272612):
Displaying 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Nonparametric transformation to white noise (Q290951) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- \(M\)-type smoothing spline ANOVA for correlated data (Q604343) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Kriging by local polynomials. (Q1277692) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- Estimating error correlation in nonparametric regression (Q1314711) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- Smoothing dependent observations (Q1336911) (← links)
- Near optimal weights in nonparametric regression under some common restrictions (Q1344827) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Kernel regression estimates of growth curves using nonstationary correlated errors (Q1365178) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- Semiparametric approaches to signal extraction problems in economic time series (Q1575220) (← links)
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- Regression analysis for a semiparametric model with panel data. (Q1871233) (← links)
- Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
- Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors (Q1880285) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
- A note on P-spline additive models with correlated errors (Q1887219) (← links)
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
- On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
- The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations (Q2027227) (← links)
- A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors (Q2129613) (← links)
- Consistency of cross-validation when the data are curves (Q2366193) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- Wavelet-based estimators of mean regression function with long memory data (Q2432592) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- Robustness of one-sided cross-validation to autocorrelation (Q2486174) (← links)
- Modeling Functional Data with Spatially Heterogeneous Shape Characteristics (Q2912323) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- Generalized additive models for longitudinal data (Q4243783) (← links)
- Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278) (← links)
- Modeling Longitudinal Data with Ordinal Response by Varying Coefficients (Q4670400) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with <i>α</i>-mixing errors (Q5064927) (← links)
- (Q5101704) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
- Virtual Statistics in Simulation via k Nearest Neighbors (Q5139615) (← links)
