Pages that link to "Item:Q1111283"
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The following pages link to Nonparameteric estimation in mixing sequences of random variables (Q1111283):
Displaying 27 items.
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
- On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data (Q2301049) (← links)
- Local linear spatial regression (Q2388333) (← links)
- On local linear regression for strongly mixing random fields (Q2400820) (← links)
- Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← links)
- Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
- Nonparametric estimation for mixing random sequences (Q2710103) (← links)
- On the estimation of the marginal density of a moving average process (Q2714931) (← links)
- Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419) (← links)
- A consistent nonparametric test for causality in quantile (Q2909251) (← links)
- Estimation of transition distribution function and its quantiles in Markov processes: Strong consistency and asymptotic normality (Q3973916) (← links)
- Probability bounds for sums in triangular arrays of random variables under mixing conditions (Q3979220) (← links)
- Some questions of nonparametric statistics of weakly dependent observations (Q3987005) (← links)
- On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
- sequential estimation of the hgarginal density function for a strongly mixing process (Q4225633) (← links)
- Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory (Q4345893) (← links)
- Density estimation for associated sampling: A point process influenced approach (Q4804988) (← links)
- Nonparametric estimation of density, regression and dependence coefficients (Q4806546) (← links)
- A plug-in technique in nonparametric regression with dependence (Q4843670) (← links)
- Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (Q5130252) (← links)
- (Q5159394) (← links)
- B-spline estimation for spatial data (Q5189269) (← links)
- Asymptotic of the<i>L</i><sub><i>r</i></sub>-norm of density estimators in the autoregressive time series (Q5402589) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
- Kernel density estimation for linear processes (Q5905553) (← links)
- Predictive Inference Based on Markov Chain Monte Carlo Output (Q6088268) (← links)
