Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
type: Item
instance of: scholarly article
title: Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
zbMATH Open document ID: 1337.62204
DOI: 10.1214/13-EJS811
author: Hongwei Long
author: Lianfen Qian
published in: Electronic Journal of Statistics
publication date: 2013-05-29T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1368193536
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6167976
zbMATH Keywords: central limit theorem
zbMATH Keywords: consistency
zbMATH Keywords: geometrically strong mixing
zbMATH Keywords: kernel estimator
zbMATH Keywords: Lévy motion
zbMATH Keywords: Nadaraya-Watson estimator
zbMATH Keywords: rate of convergence
zbMATH Keywords: stable stochastic integrals
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6167976