Recursive estimation of regression functions by local polynomial fitting

DOI10.1023/A:1003764914460zbMath0946.62047OpenAlexW1965861253MaRDI QIDQ1293653

Juan M. Vilar Fernández, José A. Vilar-Fernández

Publication date: 29 October 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003764914460

zbMATH Keywords

local polynomial fittingrecursive estimationstrongly mixing processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (11)

Local polynomial regression smoothers with AR-error structure. ⋮ A nonparametric statistical procedure for the detection of marine pollution ⋮ A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications ⋮ LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS ⋮ Tracking time-varying-coefficient functions ⋮ Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality ⋮ Bandwidth selection for the local polynomial estimator under dependence: a simulation study ⋮ Regression estimation by local polynomial fitting for multivariate data streams ⋮ On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions ⋮ Asymptotic properties of local polynomial regression with missing data and correlated errors ⋮ Recursive local polynomial regression under dependence conditions

This page was built for publication: Recursive estimation of regression functions by local polynomial fitting