Pages that link to "Item:Q608217"
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The following pages link to Kernel estimation for time series: an asymptotic theory (Q608217):
Displaying 17 items.
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- Consistency results for the kernel density estimate on continuous time stationary and dependent data (Q1950782) (← links)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- On kernel estimators of density for reversible Markov chains (Q2348330) (← links)
- Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
- A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support (Q2789388) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
- ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)