Pages that link to "Item:Q4828227"
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The following pages link to Root n consistent and optimal density estimators for moving average processes (Q4828227):
Displaying 27 items.
- Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- A comparative study of two convolution-type estimators of the marginal density of moving average processes (Q1979101) (← links)
- Online estimation of integrated squared density derivatives (Q2216958) (← links)
- Recursive estimators of integrated squared density derivatives (Q2288772) (← links)
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
- Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Consistency and asymptotic distribution of the Theil-Sen estimator (Q2480035) (← links)
- On the estimation of the marginal density of a moving average process (Q2714931) (← links)
- Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
- A convolution estimator for the density of nonlinear regression observations (Q2911718) (← links)
- Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
- Optimal nonnegative definite approximations of estimated moving average covariance sequences (Q3986209) (← links)
- Asymptotics of the Theil–Sen estimator in the simple linear regression model with a random covariate (Q4651092) (← links)
- Root<i>n</i>consistent density estimators for sums of independent random variables (Q4653508) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
- Efficient density estimation in an AR(1) model (Q6144410) (← links)
