Kernel estimation for additive models under dependence
type: Item
instance of: scholarly article
title: Kernel estimation for additive models under dependence
zbMATH Open document ID: 0780.62031
DOI: 10.1016/0304-4149(93)90096-M
author: Jangsun Baek
author: Thomas E. Wehrly
published in: Stochastic Processes and their Applications
publication date: 1993-01-01T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 440128
zbMATH Keywords: dependent data
zbMATH Keywords: nonparametric regression
zbMATH Keywords: strictly stationary process
zbMATH Keywords: time series
zbMATH Keywords: prediction
zbMATH Keywords: conditional mean function
zbMATH Keywords: additive models
zbMATH Keywords: additive kernel estimator
zbMATH Keywords: sum of Nadaraya-Watson estimators
zbMATH Keywords: strong mixing condition
zbMATH Keywords: asymptotically normal
zbMATH Keywords: univariate optimal rate of convergence
zbMATH Keywords: mean squared error
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 440128