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Asymptotic distribution of robust estimators for nonparametric models from mixing processes - MaRDI portal

Asymptotic distribution of robust estimators for nonparametric models from mixing processes (Q916245)

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scientific article; zbMATH DE number 4153685
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English
Asymptotic distribution of robust estimators for nonparametric models from mixing processes
scientific article; zbMATH DE number 4153685

    Statements

    Asymptotic distribution of robust estimators for nonparametric models from mixing processes (English)
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    1990
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    M-estimators
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    kernel estimates
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    alpha-mixing processes
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    strictly stationary process
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    robust nonparametric autoregression estimators
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    dependent observations
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    Weights
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    nearest-neighbor methods
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