Pages that link to "Item:Q5916402"
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The following pages link to Fixed-design regression for linear time series (Q5916402):
Displaying 50 items.
- The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← links)
- Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors (Q618013) (← links)
- Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences (Q692673) (← links)
- Complete convergence for moving average process of martingale differences (Q714205) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Maximal inequalities for some dependent sequences and their applications (Q744582) (← links)
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models (Q779692) (← links)
- Diagnostics for skew-normal nonlinear regression models with AR(1) errors (Q961944) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. (Q1423247) (← links)
- Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
- Asymptotic theory for varying coefficient regression models with dependent data (Q1656859) (← links)
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications (Q1683634) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences (Q1938329) (← links)
- The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences (Q2015698) (← links)
- Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications (Q2062375) (← links)
- On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors (Q2065467) (← links)
- On consistency of wavelet estimator in nonparametric regression models (Q2066532) (← links)
- The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors (Q2066533) (← links)
- A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence (Q2132263) (← links)
- Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors (Q2144648) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models (Q2287766) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- Complete \(q\)-th moment convergence and its statistical applications (Q2293128) (← links)
- On complete consistency for the weighted estimator of nonparametric regression models (Q2317571) (← links)
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models (Q2325324) (← links)
- The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model (Q2330529) (← links)
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables (Q2342928) (← links)
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications (Q2362956) (← links)
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model (Q2406778) (← links)
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
- Complete consistency of the estimator of nonparametric regression model under ND sequence (Q2516613) (← links)
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences (Q2567117) (← links)
- Exponential probability inequality for \(m\)-END random variables and its applications (Q2634238) (← links)
- Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329) (← links)
- Strong consistency of regression function estimator with martingale difference errors (Q2669045) (← links)
- INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN (Q2801993) (← links)
- Empirical Likelihood for Nonparametric Models Under Linear Process Errors (Q2802835) (← links)
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models (Q2832024) (← links)
