Pages that link to "Item:Q1766042"
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The following pages link to Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042):
Displaying 17 items.
- Estimation of the transition density of a Markov chain (Q405506) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Fourth order Taylor-Kármán structured covariance tensor for gravity gradient predictions by means of the Hankel transformation (Q901337) (← links)
- Non-parametric estimation of the diffusion coefficient from noisy data (Q1757892) (← links)
- A new algorithm for fixed design regression and denoising (Q1768095) (← links)
- Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (Q1951804) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
- Regression function estimation on non compact support in an heteroscesdastic model (Q2303034) (← links)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
- Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- On a set of data for the membrane potential in a neuron (Q2643360) (← links)
- Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
- Adaptive Estimation of Hazard Rate with Censored Data (Q3634536) (← links)
- Penalized nonparametric drift estimation for a multidimensional diffusion process (Q5299463) (← links)
- Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations (Q6115250) (← links)
