Asymptotic properties for estimates of nonparametric regression model with martingale difference errors

DOI10.1080/02331888.2011.555546zbMath1316.62050OpenAlexW2069158733MaRDI QIDQ3143499

Xia Chen

Publication date: 30 November 2012

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.555546

zbMATH Keywords

consistencycomplete convergenceasymptotic normalitynonparametric regressionmartingale difference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Martingales with discrete parameter (60G42) Nonparametric estimation (62G05)

Related Items (4)

A general result on complete convergence for weighted sums of linear processes and its statistical applications ⋮ The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors ⋮ Regression analysis of stochastic fatigue crack growth model in a martingale difference framework ⋮ Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments

Cites Work

• Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
• Weak and universal consistency of moving weighted averages
• Nonparametric function recovering from noisy observations
• Consistent nonparametric multiple regression: the fixed design case
• Consistent regression estimation with fixed design points under dependence conditions
• Fixed design regression for time series: Asymptotic normality
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Complete Convergence and the Law of Large Numbers
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic properties for estimates of nonparametric regression model with martingale difference errors