Pages that link to "Item:Q1848943"
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The following pages link to Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943):
Displaying 32 items.
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes (Q745419) (← links)
- Weak monotone regression and weak regression dependence (Q794372) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- An exponential inequality under weak dependence (Q850748) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Bootstraps for time series (Q1872593) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
- A nonparametric statistical procedure for the detection of marine pollution (Q5036489) (← links)
- Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence (Q5078876) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
- Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
- Single index regression model for functional quasi-associated times series data (Q6174114) (← links)
- On asymptotic properties of local linear regression predictor (Q6633260) (← links)
