Pages that link to "Item:Q913405"

The following pages link to Nonparametric regression estimation under mixing conditions (Q913405):

Displaying 49 items.

• 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)
• Nonparametric estimation for mixing random sequences (Q2710103) (← 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)
• Nonparametric Quantile Regression Estimation for Functional Dependent Data (Q3168531) (← 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)
• Efficient instrumental variables estimation of nonlinear dependent processes (Q3432399) (← links)
• UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
• A Note on Nonparametric Regression with β-Mixing Sequences (Q3585316) (← links)
• Strong consistency and convergence rate of modified partitioning estimate of nonparametric regression function under \(\alpha\)-mixing sample (Q3640653) (← links)
• Some questions of nonparametric statistics of weakly dependent observations (Q3987005) (← links)
• KERNEL REGRESSION SMOOTHING OF TIME SERIES (Q4012947) (← links)
• Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
• One‐step M‐estimators in the linear model, with dependent errors (Q4311480) (← links)
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES (Q4337819) (← links)
• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905) (← links)
• A nonparametric conditional mode estimate (Q4372869) (← links)
• Nonparametric estimation and prediction for continuous time processes (Q4374249) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q4374253) (← links)
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions (Q4434424) (← links)
• Wavelet-Based estimation of multivariate regression functions in besov spaces^* (Q4485018) (← links)
• (Q4658057) (← links)
• Asymptotic normality of spline estimator when the errors are a linear stationary process (Q4789782) (← links)
• Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
• Nonparametric estimation of density, regression and dependence coefficients (Q4806546) (← links)
• Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
• BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530) (← links)
• Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
• Recursive kernel regression estimation under <i>α</i> – mixing data (Q5057323) (← links)
• Penalized proportion estimation for non parametric mixture of regressions (Q5077371) (← links)
• Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors (Q5088200) (← links)
• Insensitivity of Nadaraya–Watson estimators to design correlation (Q5104494) (← links)
• Kernel estimation of quantile sensitivities (Q5187931) (← links)
• (Q5198178) (← links)
• Nonparametric regression with errors-in-all-variables (Q5450526) (← links)
• UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
• Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
• Strong uniform convergence for the estimator of the regression function under \(\varphi\)-mixing condi\-tions. (Q5953799) (← links)
• On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
• ON THE REGRESSION ESTIMATION FROM p-MIXING SAMPLES (Q6170157) (← links)
• Semi-recursive kernel conditional density estimators under random censorship and dependent data (Q6587713) (← links)
• Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290) (← links)