Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes

DOI10.1007/s10463-021-00814-2zbMath1497.62085OpenAlexW4206567855WikidataQ114227661 ScholiaQ114227661MaRDI QIDQ2086282

Sultana Didi Biha, Mohamed Chaouch, Salim Bouzebda

Publication date: 25 October 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-021-00814-2

zbMATH Keywords

kernel estimationmartingale differencesdensity estimationregression estimationnonparametric estimationergodic discrete time processesfunction derivative

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10)

Uses Software

• fda (R)
• KernSmooth

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