Pages that link to "Item:Q3681735"
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The following pages link to Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences (Q3681735):
Displaying 36 items.
- Estimation in nonlinear regression with Harris recurrent Markov chains (Q342665) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Note on the uniform convergence of density estimates for mixing random variables (Q578794) (← links)
- Rate of convergence of the spline estimates for Markov chains (Q581981) (← links)
- Kernel estimation for additive models under dependence (Q689169) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
- Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
- Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Nonparametric density estimation in hidden Markov models (Q1600683) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
- On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Regression function estimation from dependent observations (Q2638688) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- Generalized look-ahead methods for computing stationary densities (Q2925342) (← links)
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau (Q3038407) (← links)
- On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
- DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (Q4012946) (← links)
- Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
- Some automated methods of smoothing time-dependent data (Q4345891) (← links)
- Nonparametric regression for nonstationary processes (Q4485017) (← links)
- MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES (Q4540568) (← links)
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS (Q4723096) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- (Q4894932) (← links)
- Kernel density estimation for linear processes (Q5905553) (← links)
