Pages that link to "Item:Q3670366"

The following pages link to Probability density estimation from sampled data (Q3670366):

Displaying 44 items.

• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model (Q278892) (← links)
• The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
• Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
• Asymptotic normality of kernel type density estimators for random fields (Q849860) (← links)
• Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
• Kernel density estimation on random fields (Q921787) (← links)
• Nonparametric estimation of conditional expectation (Q958769) (← links)
• Improving density estimators of discretely observed processes by interpolation (Q1011521) (← links)
• Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
• On smoothed probability density estimation for stationary processes (Q1073523) (← links)
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355) (← links)
• Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
• Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
• Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators (Q1120234) (← links)
• A local cross-validation algorithm for dependent data (Q1209931) (← links)
• Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
• Finite sample performance of density estimators from unequally spaced data (Q1590838) (← links)
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
• Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes (Q1726785) (← links)
• Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
• Piecewise linear density estimation for sampled data (Q2261898) (← links)
• Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response (Q2273701) (← links)
• Local linear spatial regression (Q2388333) (← links)
• Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
• Asymptotic normality of kernel type regression estimators for random fields (Q2655049) (← links)
• On the estimation of the marginal density of a moving average process (Q2714931) (← links)
• Estimacion no parametrica de curvas notables para datos dependientes (Q3357353) (← links)
• Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas (Q3357395) (← links)
• On the rate of convergence of recursive kernel estimates of probability densities (Q3822986) (← links)
• Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence (Q3842735) (← links)
• Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data (Q4235727) (← links)
• Kernel density estimation for random fields: The<i>L</i>₁Theory (Q4345893) (← links)
• (Q4558178) (← links)
• Nonparametric volatility density estimation for discrete time models (Q4651100) (← links)
• Least-square estimators in linear regression models under negatively superadditive dependent random observations (Q5023870) (← links)
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
• Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model (Q5280080) (← links)
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
• On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case (Q6039877) (← links)
• Nonparametric estimation of past extropy under \(\alpha\)-mixing dependence condition (Q6060402) (← links)
• A probabilistic framework to achieve robust non‐fragile tuning methods: PD control of IPD‐modeled processes (Q6139912) (← links)