Pages that link to "Item:Q5424039"

The following pages link to Inference and Prediction in Large Dimensions (Q5424039):

Displaying 50 items.

• Least-squares estimation of multifractional random fields in a Hilbert-valued context (Q261992) (← links)
• An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
• Generalized linear model with functional predictors and their derivatives (Q268783) (← links)
• Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
• Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
• New compactly supported spatiotemporal covariance functions from SPDEs (Q290367) (← links)
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Strong consistency of the internal estimator of nonparametric regression with dependent data (Q383866) (← links)
• A partial overview of the theory of statistics with functional data (Q389287) (← links)
• Conditional estimation for dependent functional data (Q391792) (← links)
• Estimation of the activity of jumps in time-changed Lévy models (Q391841) (← links)
• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes (Q392108) (← links)
• Bayesian estimation in a high dimensional parameter framework (Q457965) (← links)
• Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
• An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
• Nonparametric recursive density estimation for spatial data (Q512355) (← links)
• Nonparametric time series forecasting with dynamic updating (Q543446) (← links)
• Spatial autoregressive and moving average Hilbertian processes (Q618154) (← links)
• Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator (Q625298) (← links)
• Multivariate Cramér-Rao inequality for prediction and efficient predictors (Q631548) (← links)
• The asymptotic normality of internal estimator for nonparametric regression (Q824757) (← links)
• Weakly dependent functional data (Q973886) (← links)
• A note on asymptotic parametric prediction (Q999007) (← links)
• On a parametric family of sequential estimators of the density for a strong mixing process (Q1009538) (← links)
• Nonparametric recursive method for kernel-type function estimators for spatial data (Q1642437) (← links)
• Mixture of functional linear models and its application to CO\(_2\)-GDP functional data (Q1659351) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
• Dependent functional data (Q1952694) (← links)
• Regression estimation under strong mixing data (Q2000739) (← links)
• Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
• Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data (Q2103273) (← links)
• \(k\)NN estimation in functional partial linear modeling (Q2175665) (← links)
• Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
• SPHARMA approximations for stationary functional time series on the sphere (Q2243556) (← links)
• A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
• Piecewise linear density estimation for sampled data (Q2261898) (← links)
• Optimal and superoptimal convergence rate of the local linear estimator of nonparametric regression function in continuous time (Q2269676) (← links)
• Relative error prediction for twice censored data (Q2304847) (← links)
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
• Nonparametric relative regression under random censorship model (Q2322636) (← links)
• Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes (Q2340309) (← links)
• A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
• Bayesian prediction for stochastic processes: theory and applications (Q2352338) (← links)
• Asymptotic normality of recursive estimators under strong mixing conditions (Q2392828) (← links)
• On visual distances for spectrum-type functional data (Q2418283) (← links)