Recursive local polynomial regression under dependence conditions

DOI10.1007/BF02595859zbMath0954.62056OpenAlexW2042139249MaRDI QIDQ1580822

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

Publication date: 18 February 2001

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595859

zbMATH Keywords

local polynomial fittingsimulationsalmost sure convergencestrongly mixing processesrecursive nonparametric estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09)

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