Generalised kernel smoothing for non-negative stationary ergodic processes

DOI10.1080/10485251003605120zbMath1203.62061OpenAlexW1975196384MaRDI QIDQ3068116

Arusharka Sen, Yogendra P. Chaubey, Naâmane Laïb

Publication date: 13 January 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://spectrum.library.concordia.ca/36102/2/Laib_GeneralizedRegression_Ver1_Chaub.pdf

zbMATH Keywords

predictionnormalitymixingregression functionergodic processesmartingale differencegamma densityHille's lemma

Mathematics Subject Classification ID

Related Items (8)

Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel ⋮ Statistical inference in the partial linear models with the inverse gaussian kernel ⋮ Generalized kernel regression estimator for dependent size-biased data ⋮ Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes ⋮ Asymptotic results in gamma kernel regression ⋮ Local linear smoothers using inverse Gaussian regression ⋮ On Wavelet Estimation of the Derivatives of a Density Based on Biased Data ⋮ Local linear regression with reciprocal inverse Gaussian kernel

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