A note on prediction via estimation of the conditional mode function

DOI10.1016/0378-3758(86)90099-6zbMath0614.62045OpenAlexW2087199327MaRDI QIDQ1819855

Salima Hassani, Gérard Collomb, Wolfgang Karl Härdle

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90099-6

zbMATH Keywords

modal regressionkernel density estimatemixture of normalsstrictly stationary time seriesconditional mode functionfirst order moving average processmodal predictionphi-mixing processstrongly and uniformly consistent estimate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Prediction theory (aspects of stochastic processes) (60G25)

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Cites Work

• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• Estimation Non-paramétrique de la Régression: Revue Bibliographique
• Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
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