Pages that link to "Item:Q5917519"

The following pages link to Kernel density estimation for linear processes (Q5917519):

Displaying 47 items.

• On the asymptotic normality of kernel density estimators for causal linear random fields (Q391929) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields (Q453773) (← links)
• Minimum Hellinger distance estimation of an ARFIMA process (Q456641) (← links)
• Memory properties of transformations of linear processes (Q523450) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors (Q618013) (← links)
• Berry-Esseen bounds for kernel estimates of stationary processes (Q619800) (← links)
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Some results on random design regression with long memory errors and predictors (Q710817) (← links)
• Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
• On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
• Asymptotic normality of kernel type density estimators for random fields (Q849860) (← links)
• Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
• A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
• Nonparametric estimation of conditional expectation (Q958769) (← links)
• Empirical process of long-range dependent sequences when parameters are estimated (Q958784) (← links)
• Hellinger distance estimates of long memory linear processes (Q964444) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Simultaneous nonparametric inference of time series (Q988010) (← links)
• Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
• Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
• A new time domain estimation of \(k\)-factors GARMA processes (Q1759427) (← links)
• On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
• Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
• Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
• On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
• Local linear spatial regression (Q2388333) (← links)
• Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes (Q2432778) (← links)
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes (Q2469666) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• On estimating the cumulant generating function of linear processes (Q2502138) (← links)
• On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
• A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS (Q2886972) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• Conditional variance estimation in regression models with long memory (Q2931595) (← links)
• Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence (Q3390616) (← links)
• Nonlinear system theory: Another look at dependence (Q5385851) (← links)
• Efficient density estimation in an AR(1) model (Q6144410) (← links)
• On the integrated mean squared error of wavelet density estimation for linear processes (Q6166014) (← links)