Pages that link to "Item:Q3738397"
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The following pages link to Recursive probability density estimation for weakly dependent stationary processes (Q3738397):
Displaying 50 items.
- Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes (Q2787226) (← links)
- On kernel density and mode estimates for associated and censored data (Q2811393) (← links)
- On asymptotic behavior of Nadaraya–Watson regression estimator (Q2830788) (← links)
- Recursive regression estimators with application to nonparametric prediction (Q2892921) (← links)
- Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation (Q3017870) (← links)
- An approximation procedure of quantiles using an estimation of kernel method for quality control (Q3021198) (← links)
- The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences (Q3064095) (← links)
- Central Limit Theorem for ISE of Kernel Density Estimators in Censored Dependent Model (Q3168536) (← links)
- Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate (Q3432320) (← links)
- Recursive estimation for stochastic damping hamiltonian systems (Q3455255) (← links)
- Asymptotic distribution of local medians (Q3506266) (← links)
- Recursive Simulation of Stationary Multivariate Random Processes—Part I (Q3759916) (← links)
- On the rate of convergence of recursive kernel estimates of probability densities (Q3822986) (← links)
- Normalité asymptotique d'estimateurs convergents du mode conditionnel (Q4223834) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- Online Kernel estimation of stationary stochastic diffusion models (Q4555126) (← links)
- (Q4558178) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
- Recursive density estimation under dependence (Q4733242) (← 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)
- Nonparametric estimation of the hazard function under dependence conditions (Q4935409) (← links)
- Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis (Q4944128) (← links)
- Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data (Q4975625) (← links)
- Recursive asymmetric kernel density estimation for nonnegative data (Q5012343) (← links)
- On dynamic survival extropy (Q5079478) (← links)
- Moderate deviation and large deviation for Wegman-Davies recursive density estimator (Q5122739) (← links)
- Asymptotic normality of the local linear estimation of the conditional density for functional time-series data (Q5160267) (← links)
- B-spline estimation for spatial data (Q5189269) (← links)
- Consistency of recursive nonparametric Kernel estimates for independent functional data (Q5226479) (← links)
- Complete consistency for recursive probability density estimator of widely orthant dependent samples (Q5227572) (← links)
- Convergence rate of the kernel regression estimator for associated and truncated data (Q5266572) (← links)
- Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation (Q5321894) (← links)
- Estimation of the trend function for spatio-temporal models (Q5321919) (← links)
- Nonparametric spatial regression with spatial autoregressive error structure (Q5739650) (← links)
- Asymptotic normality of the conditional hazard function in the local linear estimation under functional mixing data (Q5870744) (← links)
- (Q5870747) (← links)
- A study on weighted dynamic survival and failure extropies (Q5875247) (← links)
- Kernel density estimation for linear processes (Q5905553) (← links)
- Recursive and non-recursive kernel estimation of negative cumulative residual extropy under \(\alpha\)-mixing dependence condition (Q6040795) (← links)
- Nonparametric estimation of past extropy under \(\alpha\)-mixing dependence condition (Q6060402) (← links)
- Some properties of weighted survival extropy and its extended measures (Q6060869) (← links)
- Iterative kernel density estimation from noisy-dependent observations (Q6069934) (← links)
- (Q6087695) (← links)
- Relative error prediction: Strong uniform consistency for censoring time series model (Q6107547) (← links)
- Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models (Q6111884) (← links)
- Weighted probability density estimator with updated bandwidths (Q6131002) (← links)
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
- Strong uniform consistency rate of an M-estimator of regression function for incomplete data under <i>α</i>-mixing condition (Q6587712) (← links)
