Pages that link to "Item:Q608217"

The following pages link to Kernel estimation for time series: an asymptotic theory (Q608217):

Displaying 29 items.

• Consistency of kernel density estimators for causal processes (Q476939) (← links)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
• Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355) (← links)
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357) (← links)
• Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
• Additive time series: The kernel integration method (Q1856562) (← links)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
• Consistency results for the kernel density estimate on continuous time stationary and dependent data (Q1950782) (← links)
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
• Kernel density approach to error estimation of MF-DFA measures on time series (Q2160057) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• On kernel estimators of density for reversible Markov chains (Q2348330) (← links)
• Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
• The application of kernel smoothing to time series data (Q2431942) (← links)
• Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
• Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
• Functional estimation of a density under a new weak dependence condition (Q2739868) (← links)
• A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support (Q2789388) (← links)
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
• Improved estimator of the continuous-time kernel estimator (Q3170013) (← links)
• (Q3552954) (← links)
• (Q4551320) (← links)
• ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
• ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)
• Recursive Kernel Density Estimation for Time Series (Q5138821) (← links)