Pages that link to "Item:Q1271097"
From MaRDI portal
The following pages link to Nonparametric statistics for stochastic processes. Estimation and prediction. (Q1271097):
Displaying 50 items.
- Functional regression of continuous state distributions (Q738165) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes (Q741812) (← links)
- On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence (Q744753) (← links)
- Simultaneous confidence bands for nonparametric regression with missing covariate data (Q825067) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652) (← links)
- Almost sure convergence of the \(k_{T}\)-occupation time density estimator (Q869470) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
- Strong pointwise consistency of the \(k_T\)-occupation time density estimator (Q930089) (← links)
- Semiparametric detection of significant activation for brain fMRI (Q939660) (← links)
- Asymptotic normality of the additive regression components for continuous time processes (Q943651) (← links)
- Superoptimal estimator of the spectral density by adaptive projection: an application to the estimation of a moving average order (Q950138) (← links)
- Nonparametric estimation of level sets under minimal assumptions (Q956388) (← links)
- Model checking in errors-in-variables regression (Q957322) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Learning from dependent observations (Q958916) (← links)
- On resampling and uncertainty estimation in linear system identification (Q980906) (← links)
- Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band (Q990887) (← links)
- A note on asymptotic parametric prediction (Q999007) (← links)
- Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
- On a parametric family of sequential estimators of the density for a strong mixing process (Q1009538) (← links)
- Bandwidth selection for functional time series prediction (Q1009705) (← links)
- Improving density estimators of discretely observed processes by interpolation (Q1011521) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Interval predictor models: identification and reliability (Q1012735) (← links)
- Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise (Q1020982) (← links)
- Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Accurate rates of density estimators for continuous-time processes (Q1380586) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- Sur la convergence uniforme presque complète dans l'estimation de la densité spectrale d'un processus à temps continu après échantillonnage du temps (On the almost complete and uniform convergence of spectral density estimation for a continuous-param (Q1415534) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- Adaptive estimation of density with sampled observations. (Q1420160) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- Estimation of the local regularity index of a sample path (Q1598478) (← links)
- Nonparametric regression for mixing functional random variables (Q1598491) (← links)
- Non-asymptotic confidence ellipsoids for the least-squares estimate (Q1614424) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes (Q1726785) (← links)
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions (Q1726925) (← links)
- Mark to market value at risk (Q1739653) (← links)
- Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
- Influence of long memory on the asymptotic behaviour of functional estimators (Q1854704) (← links)
- Some remarks on coupling of dependent random variables (Q1871329) (← links)
- Optimal asymptotic quadratic errors of density estimators on random fields. (Q1871339) (← links)
