Pages that link to "Item:Q3143499"

The following pages link to Asymptotic properties for estimates of nonparametric regression model with martingale difference errors (Q3143499):

Displaying 10 items.

• The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← links)
• Nonparametric regression with martingale increment errors (Q645603) (← links)
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
• Asymptotically optimal differenced estimators of error variance in nonparametric regression (Q1658531) (← links)
• The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors (Q2066533) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite <i>r</i>th moments (Q5004989) (← links)
• A general result on complete convergence for weighted sums of linear processes and its statistical applications (Q5384674) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
• Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors (Q6549195) (← links)