Pages that link to "Item:Q1088357"

The following pages link to Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357):

Displaying 50 items.

• A semi-parametric estimator for censored selection models with endogeneity (Q274888) (← links)
• Pairwise-difference estimation of incomplete information games (Q527923) (← links)
• Rate of convergence of the spline estimates for Markov chains (Q581981) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data (Q670191) (← links)
• Kernel estimation for additive models under dependence (Q689169) (← links)
• Semiparametric estimation of a simultaneous game with incomplete information (Q736537) (← links)
• Nonparametric regression with long-range dependence (Q750048) (← links)
• \(M\)-estimation of the regression function under random left truncation and functional time series model (Q779694) (← links)
• Estimation of additive quantile regression (Q907098) (← links)
• Nonparametric regression estimation under mixing conditions (Q913405) (← links)
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
• Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
• On robust nonparametric regression estimation for a functional regressor (Q958942) (← links)
• Robust nonparametric estimation for spatial regression (Q963853) (← links)
• Large and moderate deviations principles for kernel estimators of the multivariate regression (Q1019536) (← links)
• An integral transform method for estimating the central mean and central subspaces (Q1041081) (← links)
• Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
• Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
• Robust nonparametric regression in time series (Q1191996) (← links)
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
• Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations (Q1209890) (← links)
• Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
• Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
• Nonparametric prediction for random fields (Q1313133) (← links)
• \(M\)-type regression splines involving time series (Q1360970) (← links)
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
• Local polynomial fitting under association (Q1403421) (← links)
• Local M-estimator for nonparametric time series. (Q1423066) (← links)
• Nonparametric estimation equations for time series data. (Q1423228) (← links)
• Nonparametric regression with correlated errors. (Q1431197) (← links)
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
• Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
• A note on prediction via estimation of the conditional mode function (Q1819855) (← links)
• Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty (Q1893416) (← links)
• Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
• On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model (Q2320992) (← links)
• Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: case of an unknown scale parameter (Q2324119) (← links)
• Strong convergence of robust equivariant nonparametric functional regression estimators (Q2348310) (← links)
• Nonparametric robust regression estimation for censored data (Q2359171) (← links)
• Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
• Asymptotic normality of a robust estimator of the regression function for functional time series data (Q2511745) (← links)
• Regression function estimation from dependent observations (Q2638688) (← links)
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)