Pages that link to "Item:Q1192959"

The following pages link to Nonparametric function estimation involving time series (Q1192959):

Displaying 35 items.

• \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data (Q2909248) (← links)
• Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
• NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS (Q3087505) (← links)
• On uniform consistent estimators for convex regression (Q3106431) (← links)
• Local<i>L</i>-estimators for nonparametric regression under dependence (Q3432398) (← links)
• A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700) (← links)
• DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (Q4012946) (← links)
• KERNEL REGRESSION SMOOTHING OF TIME SERIES (Q4012947) (← links)
• Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
• Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data (Q4235727) (← links)
• SEMIPARAMETRIC TIME SERIES REGRESSION (Q4319840) (← links)
• Some automated methods of smoothing time-dependent data (Q4345891) (← links)
• A nonparametric conditional mode estimate (Q4372869) (← links)
• Prediction and nonparametric estimation for time series with heavy tails (Q4431622) (← links)
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions (Q4434424) (← links)
• Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence (Q4470115) (← links)
• Using circulant symmetry to model featureless objects (Q4520220) (← links)
• Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise (Q4526147) (← 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)
• A plug-in technique in nonparametric regression with dependence (Q4843670) (← links)
• Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
• BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530) (← links)
• Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise (Q5123728) (← links)
• Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
• Fixed-design regression for linear time series (Q5916402) (← links)
• Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
• An application of nonparametric regression estimation in credibility theory (Q5942775) (← links)
• Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)
• The wavelet identification for jump points of derivative in regression model (Q5952082) (← links)
• Wavelet function estimation involving time series (Q5955875) (← links)
• Nonparametric trend estimation in functional time series with application to annual mortality rates (Q6076497) (← links)
• Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
• Flexible conditional density estimation for time series (Q6593995) (← links)