Pages that link to "Item:Q913405"

The following pages link to Nonparametric regression estimation under mixing conditions (Q913405):

Displaying 50 items.

• A generic approach to nonparametric function estimation with mixed data (Q96449) (← links)
• Semiparametric mixtures of nonparametric regressions (Q158425) (← links)
• Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
• Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure (Q366025) (← links)
• Modelling time trend via spline confidence band (Q421413) (← links)
• Nonparametric conditional density estimation for censored data based on a recursive kernel (Q485911) (← links)
• The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
• Nonparametric semirecursive identification in a wide sense of strong mixing processes (Q619515) (← links)
• Kernel estimation for additive models under dependence (Q689169) (← links)
• Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526) (← links)
• Nonparametric regression estimation under mixing conditions (Q913405) (← links)
• Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
• Strong consistency of kernel estimates of regression function under dependence (Q984002) (← links)
• Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
• Consistent regression estimation with fixed design points under dependence conditions (Q1121615) (← links)
• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
• Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
• Nonparametric estimation in a model with a trend (Q1281924) (← links)
• Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
• Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
• Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
• Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
• On consistency in nonparametric estimation under mixing conditions. (Q1369670) (← links)
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
• Local polynomial fitting under association (Q1403421) (← links)
• Nonparametric estimation equations for time series data. (Q1423228) (← links)
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
• Nonparametric regression for mixing functional random variables (Q1598491) (← links)
• Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
• Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (Q1769789) (← links)
• Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
• Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
• Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
• Regression estimation under strong mixing data (Q2000739) (← links)
• Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
• Nonparametric recursive regression estimation on Riemannian manifolds (Q2070583) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• Universal weighted kernel-type estimators for some class of regression models (Q2227200) (← links)
• A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
• Local block bootstrap inference for trending time series (Q2392259) (← links)
• Asymptotic normality of recursive estimators under strong mixing conditions (Q2392828) (← links)
• Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)