Pages that link to "Item:Q1915049"

The following pages link to Nonparametric statistics for stochastic processes (Q1915049):

Displaying 50 items.

• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model (Q278892) (← links)
• Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
• A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
• Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise (Q344025) (← links)
• Modelling time trend via spline confidence band (Q421413) (← links)
• Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
• Histograms for stationary linear random fields (Q466055) (← links)
• Confidence intervals for the mean based on exponential type inequalities and empirical likelihood (Q470597) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Consistency of kernel density estimators for causal processes (Q476939) (← links)
• Estimation of the essential supremum of a regression function (Q534426) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← links)
• Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
• Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
• New robust confidence intervals for the mean under dependence (Q826963) (← links)
• Exponential inequality for negatively associated random variables (Q840976) (← links)
• Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← links)
• Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← links)
• On the possibility of learning in reactive environments with arbitrary dependence (Q950202) (← links)
• Nonparametric density estimation for positive time series (Q962247) (← links)
• Strong consistency of kernel estimates of regression function under dependence (Q984002) (← links)
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
• Simultaneous nonparametric inference of time series (Q988010) (← links)
• Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
• Large and moderate deviations principles for kernel estimators of the multivariate regression (Q1019536) (← links)
• Nonparametric statistics for stochastic processes. Estimation and prediction. (Q1271097) (← links)
• Nonparametric estimation of nonlinear rational expectation models (Q1277701) (← links)
• Asymptotic normality for density kernel estimators in discrete and continuous time (Q1283848) (← links)
• Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
• On unbiased density estimation for ergodic diffusion (Q1380639) (← links)
• Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
• Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
• A nonparametric test for the change of the density function in strong mixing processes. (Q1423041) (← links)
• Nonparametric conditional predictive regions for time series (Q1575208) (← links)
• Finite sample performance of density estimators from unequally spaced data (Q1590838) (← links)
• Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
• Deconvolving multidimensional density from partially contaminated observations (Q1600747) (← links)
• Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
• A unified treatment of direct and indirect estimation of a probability density and its derivatives (Q1612997) (← links)
• A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
• Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
• Optimal bandwidth selection in kernel density estimation for continuous time dependent processes (Q1642238) (← links)
• Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
• The profile likelihood estimation for single-index ARCH(\(p\))-M model (Q1717839) (← links)
• Optimal sequential kernel detection for dependent processes (Q1779801) (← links)
• The sequential estimation in stochastic regression model with random coefficients (Q1812041) (← links)
• Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
• Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)