Vilar-Fernández, Juan M.; Francisco-Fernández, Mario Nonparametric estimation of the conditional variance function with correlated errors. (English) Zbl 1106.62048 J. Nonparametric Stat. 18, No. 4-6, 375-391 (2006). MSC: 62G08 62G20 62M10 62P05 PDFBibTeX XMLCite \textit{J. M. Vilar-Fernández} and \textit{M. Francisco-Fernández}, J. Nonparametric Stat. 18, No. 4--6, 375--391 (2006; Zbl 1106.62048) Full Text: DOI Link
Francisco-Fernández, M.; Vilar-Fernández, J. M.; Vilar-Fernández, J. A. On the uniform strong consistency of local polynomial regression under dependence conditions. (English) Zbl 1028.62020 Commun. Stat., Theory Methods 32, No. 12, 2415-2440 (2003). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{M. Francisco-Fernández} et al., Commun. Stat., Theory Methods 32, No. 12, 2415--2440 (2003; Zbl 1028.62020) Full Text: DOI
Vilar Fernandez, Juan Manuel Consistency of a recursive nonparametric regression estimator under general conditions. (Spanish. English summary) Zbl 0747.62039 Trab. Estad. 6, No. 2, 11-31 (1991). MSC: 62G07 PDFBibTeX XMLCite \textit{J. M. Vilar Fernandez}, Trab. Estad. 6, No. 2, 11--31 (1991; Zbl 0747.62039) Full Text: DOI EuDML
Vilar Fernández, J. M. Nonparametric estimation of significant functions from dependent data. (English) Zbl 0731.62090 Trab. Estad. 4, No. 2, 69-88 (1989). MSC: 62G07 62M10 62G20 62E20 PDFBibTeX XMLCite \textit{J. M. Vilar Fernández}, Trab. Estad. 4, No. 2, 69--88 (1989; Zbl 0731.62090) Full Text: DOI EuDML
González Manteiga, Wenceslao; Vilar Fernández, J. M. A class of estimators for parameters of AR(1) processes obtained from previous nonparametric estimators. (Spanish. English summary) Zbl 0731.62139 Trab. Estad. 2, No. 2, 55-70 (1987). MSC: 62M10 62G07 PDFBibTeX XMLCite \textit{W. González Manteiga} and \textit{J. M. Vilar Fernández}, Trab. Estad. 2, No. 2, 55--70 (1987; Zbl 0731.62139) Full Text: DOI EuDML