Pages that link to "Item:Q623492"
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The following pages link to Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492):
Displaying 13 items.
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution (Q625017) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Online estimation of integrated squared density derivatives (Q2216958) (← links)
- Recursive estimators of integrated squared density derivatives (Q2288772) (← links)
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms (Q2370459) (← links)
- Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
- Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
- Root<i>n</i>consistent density estimators for sums of independent random variables (Q4653508) (← links)
- Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
- Efficient density estimation in an AR(1) model (Q6144410) (← links)
