Pages that link to "Item:Q3645031"
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The following pages link to Improved Density Estimators for Invertible Linear Processes (Q3645031):
Displaying 9 items.
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution (Q625017) (← links)
- Improving density estimators of discretely observed processes by interpolation (Q1011521) (← links)
- Nonparametric tilted density function estimation: a cross-validation criterion (Q1643794) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Spatially smoothed kernel densities with application to crop yield distributions (Q2084428) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
- Asymptotic Distributions of Innovation Density Estimators in Linear Processes (Q3526080) (← links)