Pages that link to "Item:Q1380630"
From MaRDI portal
The following pages link to On the asymptotic mean integrated squared error of a kernel density estimator for dependent data (Q1380630):
Displaying 14 items.
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- Convergence rates in density estimation for data from infinite-order moving average processes (Q910098) (← links)
- Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator (Q1201132) (← links)
- Finite sample performance of density estimators from unequally spaced data (Q1590838) (← links)
- Influence of long memory on the asymptotic behaviour of functional estimators (Q1854704) (← links)
- Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- On the estimation of the marginal density of a moving average process (Q2714931) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- Analysis 4: Discriminant analysis of seal data (Q3490773) (← links)
- The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
- Nonparametric estimation under long memory dependence (Q4470130) (← links)
- Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them<sup>*</sup> (Q4485015) (← links)
- On the integrated mean squared error of wavelet density estimation for linear processes (Q6166014) (← links)