Pages that link to "Item:Q5951613"
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The following pages link to Nonparametric regression with dependent errors (Q5951613):
Displaying 14 items.
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307) (← links)
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
- Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
- NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
- On nonparametric prediction of linear processes (Q3077668) (← links)
- Randomized Fixed Design Regression under Long-Range-Dependent Errors (Q5457980) (← links)
