NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- 1 May 1983
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 4 (3), 185-207
- https://doi.org/10.1111/j.1467-9892.1983.tb00368.x
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- Central limit theorems under weak dependenceJournal of Multivariate Analysis, 1981
- Strong consistency of density estimation by orthogonal series methods for dependent variables with applicationsAnnals of the Institute of Statistical Mathematics, 1979
- The estimation of a nonlinear moving average modelStochastic Processes and their Applications, 1977
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970
- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing RateTheory of Probability and Its Applications, 1970
- Non-Parametric Estimation of a Multivariate Probability DensityTheory of Probability and Its Applications, 1969
- Convergence of Distributions Generated by Stationary Stochastic ProcessesTheory of Probability and Its Applications, 1968
- On Estimating RegressionTheory of Probability and Its Applications, 1964
- On Estimation of a Probability Density Function and ModeThe Annals of Mathematical Statistics, 1962
- Remarks on Some Nonparametric Estimates of a Density FunctionThe Annals of Mathematical Statistics, 1956