Pages that link to "Item:Q913405"
From MaRDI portal
The following pages link to Nonparametric regression estimation under mixing conditions (Q913405):
Displaying 50 items.
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure (Q366025) (← links)
- Modelling time trend via spline confidence band (Q421413) (← links)
- Nonparametric conditional density estimation for censored data based on a recursive kernel (Q485911) (← links)
- The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
- Kernel estimation for additive models under dependence (Q689169) (← links)
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Strong consistency of kernel estimates of regression function under dependence (Q984002) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
- Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
- Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
- Nonparametric recursive regression estimation on Riemannian manifolds (Q2070583) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- Universal weighted kernel-type estimators for some class of regression models (Q2227200) (← links)
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- Asymptotic normality of recursive estimators under strong mixing conditions (Q2392828) (← links)
- Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- On the non-parametric prediction of conditionally stationary sequences (Q2573252) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- On asymptotic behavior of Nadaraya–Watson regression estimator (Q2830788) (← links)
- Consistency of modified kernel regression estimation for functional data (Q2892890) (← links)
- Recursive regression estimators with application to nonparametric prediction (Q2892921) (← links)
- Local Linear M-estimation in non-parametric spatial regression (Q3077650) (← links)
- On uniform consistent estimators for convex regression (Q3106431) (← links)
- Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation (Q3432304) (← links)
- Multivariate regression estimation with errors-in-variables for stationary processes (Q3432363) (← links)
- Local<i>L</i>-estimators for nonparametric regression under dependence (Q3432398) (← links)
