Pages that link to "Item:Q5915488"
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The following pages link to Fixed-design regression for linear time series (Q5915488):
Displaying 38 items.
- Complete convergence for moving average process of martingale differences (Q714205) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models (Q779692) (← links)
- A FORTRAN program for time-varying linear regression via flexible least squares (Q804198) (← links)
- On the calculation of cumulants of estimators arising from a linear time series regression model (Q1176224) (← links)
- Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences (Q1938329) (← links)
- The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences (Q2015698) (← links)
- Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications (Q2111563) (← links)
- Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors (Q2144648) (← links)
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
- On complete consistency for the weighted estimator of nonparametric regression models (Q2317571) (← links)
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models (Q2325324) (← links)
- The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model (Q2330529) (← links)
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables (Q2342928) (← links)
- The consistency for the estimators of semiparametric regression model based on weakly dependent errors (Q2359159) (← links)
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications (Q2362956) (← links)
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
- Complete consistency of the estimator of nonparametric regression model under ND sequence (Q2516613) (← links)
- Exponential probability inequality for \(m\)-END random variables and its applications (Q2634238) (← links)
- Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models (Q2689706) (← links)
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications (Q4584695) (← links)
- The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) (← links)
- COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL (Q4628407) (← links)
- Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models (Q5042173) (← links)
- On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications (Q5077879) (← links)
- The asymptotic normality of the linear weighted estimator in nonparametric regression models (Q5078423) (← links)
- Complete moment convergence for <i>m</i>-END random variables with application to non-parametric regression models (Q5079918) (← links)
- Complete moment convergence for randomly weighted sums of END sequences and its applications (Q5079990) (← links)
- Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of <i>R</i> − <i>h</i>-integrability and its applications (Q5087033) (← links)
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models (Q5154046) (← links)
- THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS (Q5242844) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications (Q6050707) (← links)
- Complete convergence for maximum of weighted sums of WNOD random variables and its application (Q6078255) (← links)
- Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences (Q6109135) (← links)
- Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors (Q6549211) (← links)