Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287)

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scientific article; zbMATH DE number 4149374
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Nonparametric density and regression estimation for Markov sequences without mixing assumptions
scientific article; zbMATH DE number 4149374

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    Nonparametric density and regression estimation for Markov sequences without mixing assumptions (English)
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    1989
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    asymptotic normality
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    time series
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    Markov sequences
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    stationary density
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    smoothness conditions
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    kernel estimators
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    auto-regression functions
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    ARMA processes
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    random walks
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    kernel auto-regression estimator
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    sample-driven bandwidths
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