Pages that link to "Item:Q1815747"
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The following pages link to Nonparametric density estimators based on nonstationary absolutely regular random sequences (Q1815747):
Displaying 10 items.
- Density estimation for samples satisfying a certain absolute regularity condition (Q800657) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes (Q936987) (← links)
- Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
- Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields (Q2811281) (← links)
- The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
- Central limit theorems for nonparametric estimators with real-time random variables (Q3103188) (← links)
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES (Q3333924) (← links)
- (Q3713362) (← links)
- Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them<sup>*</sup> (Q4485015) (← links)
