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Nonparametric approach to identifying NARX systems 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 1, 页码: 3-21
作者:  Song, Qijiang;  Chen, Han-Fu
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
alpha-mixing  geometrically ergodic  Markov chains  NARX  nonparametric  recursive estimate  stochastic approximation  strongly consistent  
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility 期刊论文
JOURNAL OF ECONOMETRICS, 2008, 卷号: 143, 期号: 2, 页码: 227-262
作者:  Chen, Gongmeng;  Choi, Yoon K.;  Zhou, Yong
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
nonparametric regression  wavelet coefficient  change points  kernel estimation  local polynomial smoother  conditional heteroscedastic variance  alpha-mixing  
Exploring spatial nonlinearity using additive approximation 期刊论文
BERNOULLI, 2007, 卷号: 13, 期号: 2, 页码: 447-472
作者:  Lu, Zudi;  Lundervold, Arvid;  Tjostheim, Dag;  Yao, Qiwei
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
additive approximation  alpha-mixing  asymptotic normality  auto-normal specification  backfitting  nonparametric kernel estimation  spatial models  uniform convergence  
Asymptotic normality of kernel density estimators under dependence 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2001, 卷号: 53, 期号: 3, 页码: 447-468
作者:  Lu, ZD
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
asymptotic normality  alpha-mixing  linear process  kernel density estimators  stable stationary process  time series  
Survival function and density estimation for truncated dependent data 期刊论文
STATISTICS & PROBABILITY LETTERS, 2001, 卷号: 52, 期号: 1, 页码: 47-57
作者:  Sun, LQ;  Zhou, X
收藏  |  浏览/下载:119/0  |  提交时间:2018/07/30
alpha-mixing  product-limit estimator  kernel density and hazard rate estimation  strong representation  
Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2000, 卷号: 73, 期号: 1, 页码: 136-154
作者:  Zhou, Y;  Liang, H
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
alpha-mixing dependence  L-1-norm kernel estimator  conditional median  asymptotic normality  
Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 1998, 卷号: 41, 期号: 9, 页码: 918-926
作者:  Lu, ZD;  Cheng, P
收藏  |  浏览/下载:81/0  |  提交时间:2018/07/30
alpha-mixing stationary sequence  nearest neighbor density  nearest neighbor kernel regression  modified nearest neighbor kernel regression  strong consistency  nonlinear time series  
Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1997, 卷号: 65, 期号: 1, 页码: 67-86
作者:  Lu, ZD;  Cheng, P
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
alpha-mixing stationary sequence  kernel regression  modified kernel regression  distribution-free strong consistency  nonlinear time series models