Pages that link to "Item:Q988010"

The following pages link to Simultaneous nonparametric inference of time series (Q988010):

Displaying 17 items.

• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• Berry-Esseen bounds for kernel estimates of stationary processes (Q619800) (← links)
• Simultaneous inference of the partially linear model with a multivariate unknown function (Q830711) (← links)
• A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
• Simultaneous nonparametric regression analysis of sparse longitudinal data (Q1708991) (← links)
• Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing (Q2062402) (← links)
• Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data (Q2192307) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Autoregressive functions estimation in nonlinear bifurcating autoregressive models (Q2412762) (← links)
• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
• Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
• State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
• HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE (Q3453247) (← links)
• ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
• Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors (Q5863652) (← links)
• Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models (Q5981026) (← links)
• Adaptive deep learning for nonlinear time series models (Q6632604) (← links)