Nonparametric statistics for stochastic processes

zbMath0857.62081MaRDI QIDQ1915049

Publication date: 9 June 1996

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

inequalities asymptotic normality kernel estimators mean square error density estimation dependence structure mixing processes uniform almost sure convergence coupling techniques random regressors regression functions continuous-time processes nonparametric prediction discrete-time processes quadratic errors irregular paths optimal asymptotics prediction of Markov processes superoptimality

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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