Pages that link to "Item:Q1357866"

The following pages link to Inequalities for absolutely regular sequences: application to density estimation (Q1357866):

Displaying 46 items.

• Estimation of the transition density of a Markov chain (Q405506) (← links)
• Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
• Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
• Some inequalities for strong mixing random variables with applications to density estimation (Q625009) (← links)
• Nonparametric regression with martingale increment errors (Q645603) (← links)
• A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816) (← links)
• Covariance inequalities (Q704267) (← links)
• Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
• Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
• Moment inequalities for sums of dependent random variables under projective conditions (Q1014052) (← links)
• Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
• Least-square estimation for regression on random designs for absolutely regular observations (Q1284581) (← links)
• A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions (Q1726925) (← links)
• Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
• New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
• Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
• Optimal asymptotic quadratic errors of density estimators on random fields. (Q1871339) (← links)
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
• Inhomogeneous and anisotropic conditional density estimation from dependent data (Q1952241) (← links)
• Drift estimation on non compact support for diffusion models (Q2021393) (← links)
• Sparse space-time models: concentration inequalities and Lasso (Q2028941) (← links)
• Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes (Q2040084) (← links)
• Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (Q2080286) (← links)
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
• Copula-based time series with filtered nonstationarity (Q2116363) (← links)
• On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
• Adaptive density estimation on bounded domains under mixing conditions (Q2188474) (← links)
• Statistical learning based on Markovian data maximal deviation inequalities and learning rates (Q2202513) (← links)
• Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
• Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
• Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
• Least squares type estimation of the transition density of a particular hidden Markov chain (Q2426823) (← links)
• Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes (Q2439214) (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
• Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129) (← links)
• Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
• Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
• (Q3468388) (← links)
• On nonparametric classification for weakly dependent functional processes (Q4578061) (← links)
• Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
• Strong consistency of a kernel-based rule for spatially dependent data (Q5009834) (← links)
• Multiplicative deconvolution in survival analysis under dependency (Q5072988) (← links)
• Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
• An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition (Q5276166) (← links)
• Penalized Projection Estimator for Volatility Density (Q5430626) (← links)
• Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data (Q6169173) (← links)