Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
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Publication:4266871
DOI10.1080/03610929908832373zbMath0937.62044OpenAlexW2062131848MaRDI QIDQ4266871
Publication date: 22 September 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832373
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Large deviations (60F10)
Related Items (11)
Large deviation inequalities of LS estimator in nonlinear regression models ⋮ Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors ⋮ The consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ Complete consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ Additive regression model for stationary and ergodic continuous time processes ⋮ Generalized kernel regression estimator for dependent size-biased data ⋮ An extension of the Hoeffding inequality to unbounded random variables ⋮ Bounds for tail probabilities of martingales using skewness and kurtosis ⋮ Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors ⋮ Large deviations for martingales. ⋮ Generalised kernel smoothing for non-negative stationary ergodic processes
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