Pages that link to "Item:Q5945258"
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The following pages link to Nonparametric trend estimation in replicated time series (Q5945258):
Displaying 13 items.
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Hierarchical wavelet modelling of environmental sensor data (Q642204) (← links)
- Nonparametric M-estimation with long-memory errors (Q1410279) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- Computation of Spatial Gini Coefficients (Q2807600) (← links)
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series (Q2863050) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
- Surface estimation under local stationarity (Q5256288) (← links)
