Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series

DOI10.1016/S0378-3758(97)00045-1zbMath0907.62053OpenAlexW2063839654WikidataQ115438331 ScholiaQ115438331MaRDI QIDQ1378763

Ping Cheng, Zu-di Lu

Publication date: 8 March 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00045-1

zbMATH Keywords

kernel regressionnonlinear time seriesdistribution-free strong consistencyalpha-mixing stationary sequencemodified kernel regression

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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