Asymptotics for the nonparametric estimation of the mean function of a random process

DOI10.1016/j.spl.2008.05.015zbMath1148.62027OpenAlexW2088530627MaRDI QIDQ956376

David Degras

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.015

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items (3)

Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process ⋮ Robust optimal estimation of location from discretely sampled functional data ⋮ Nonparametric estimation of a trend based upon sampled continuous processes

Cites Work

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• Multivariate T-Distributions and Their Applications
• Inference of Trends in Time Series
• Estimation of the mean function with panel count data using monotone polynomial splines

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