Pages that link to "Item:Q1374227"
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The following pages link to Large-sample inference for nonparametric regression with dependent errors (Q1374227):
Displaying 50 items.
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Nonparametric trending regression with cross-sectional dependence (Q527964) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Central limit theorem for linear processes with infinite variance (Q742110) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Moderate deviations for linear processes generated by martingale-like random variables (Q966505) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- Large sample inference for a multivariate linear model with autocorrelated errors (Q1333102) (← links)
- The large deviation results for the nonlinear regression model with dependent errors (Q1694368) (← links)
- Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (Q1768125) (← links)
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
- Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- Wavelet deconvolution in a periodic setting with long-range dependent errors (Q1937198) (← links)
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
- Spatial long memory (Q2195534) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
- Remarks on limit theorems for reversible Markov processes and their applications (Q2407066) (← links)
- Simultaneous confidence bands for functional regression models (Q2407117) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
- A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
- On the minimax optimality of block thresholded wavelet estimators with long memory data (Q2643279) (← links)
- Strong consistency of regression function estimator with martingale difference errors (Q2669045) (← links)
- Inference on nonstationary time series with moving mean (Q2801993) (← links)
- Empirical likelihood for nonparametric models under linear process errors (Q2802835) (← links)
