Pages that link to "Item:Q1423066"

The following pages link to Local M-estimator for nonparametric time series. (Q1423066):

Displaying 31 items.

• Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
• Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
• Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
• Nonparametric function estimation for time series by local average estimators (Q688404) (← links)
• Spatial local M-estimation under association (Q745418) (← links)
• Local linear quantile estimation for nonstationary time series (Q834360) (← links)
• Robust estimation in a nonlinear cointegration model (Q847424) (← links)
• Asymptotics of kernel density estimators on weakly associated random fields (Q958944) (← links)
• Bahadur representation of nonparametric \(M\)-estimators for spatial processes (Q960615) (← links)
• Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
• The central limit theorem for Tukey's 3R smoother (Q1186027) (← links)
• Local linear estimate of the nonparametric robust regression in functional data (Q1698263) (← links)
• Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
• Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
• Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition (Q1952045) (← links)
• Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
• Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
• Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
• Outliers in functional autoregressive time series (Q2483872) (← links)
• Robust local polynomial regression for dependent data (Q2746492) (← links)
• Central limit theorem for the kernel estimator of the regression function for censored time series (Q2892932) (← links)
• Local Linear M-estimation in non-parametric spatial regression (Q3077650) (← links)
• Smoothing Time Series with Local Polynomial Regression on Time (Q3499080) (← links)
• (Q3643293) (← links)
• SOME THEORY ON M-SMOOTHING OF TIME SERIES (Q3746743) (← links)
• Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
• Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173) (← links)
• Bahadur representation for the nonparametric<i>M</i>-estimator under α-mixing dependence (Q5400790) (← links)
• Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response (Q6073457) (← links)