Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
From MaRDI portal
Publication:1286706
DOI10.1007/BF02880000zbMath0916.62039OpenAlexW1976279551MaRDI QIDQ1286706
Publication date: 4 July 1999
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02880000
nonlinear time seriesstrong consistencyalpha-mixing stationary sequencemodified nearest neighbor kernel regressionnearest neighbor densitynearest neighbor kernel regression
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximation theorems for strongly mixing random variables
- Nonparametric regression estimation under mixing conditions
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Consistency of a nonparametric estimate of a density function for dependent variables
- Nonparametric function estimation involving time series
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
- Robust nonparametric regression estimation for dependent observations
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
- A Nonparametric Estimate of a Multivariate Density Function
This page was built for publication: Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
