Smoothing dependent observations

DOI10.1016/0167-7152(94)90116-3zbMath0802.62045OpenAlexW1970875139MaRDI QIDQ1336911

Ricardo Fraiman, Jean Meloche

Publication date: 6 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90116-3

zbMATH Keywords

consistencyasymptotic efficiencynonparametric regressionindependent incrementserror processcontinuous covariance structuremeasurements from independent trajectoriessmoothing averaged trajectories

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (3)

Non-parametric estimation of the average growth curve with a general non-stationary error process ⋮ Parametric modelling of growth curve data: An overview. (With comments) ⋮ Longitudinal data with nonstationary errors: A nonparametric three-stage approach

Cites Work

• Unnamed Item
• Nonparametric regression estimation in models with weak error's structure
• Consistent nonparametric multiple regression: the fixed design case
• Consistent regression estimation with fixed design points under dependence conditions
• Consistency of cross-validation when the data are curves
• Some Problems on Nonparametric Estimation in Gaussian White Noise
• Kernel Regression Estimation Using Repeated Measurements Data

This page was built for publication: Smoothing dependent observations