Pages that link to "Item:Q962247"

The following pages link to Nonparametric density estimation for positive time series (Q962247):

Displaying 12 items.

• New approaches to nonparametric density estimation and selection of smoothing parameters (Q693222) (← links)
• Nonparametric density estimation for multivariate bounded data (Q1036713) (← links)
• Nonparametric kernel density estimation near the boundary (Q1623386) (← links)
• Time series joins, motifs, discords and shapelets: a unifying view that exploits the matrix profile (Q1741368) (← links)
• Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
• A review of uncertainty quantification for density estimation (Q2048457) (← links)
• Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
• Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
• A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications (Q2078575) (← links)
• Optimal futures hedging strategies based on an improved kernel density estimation method (Q2100488) (← links)
• Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels (Q2662924) (← links)
• Stable Nonparametric Signal Filtration in Nonlinear Models (Q2787358) (← links)