Asymptotic normality of the recursive kernel regression estimate under dependence conditions (Q1192960): Difference between revisions
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Revision as of 18:52, 19 March 2024
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| Language | Label | Description | Also known as |
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| English | Asymptotic normality of the recursive kernel regression estimate under dependence conditions |
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Asymptotic normality of the recursive kernel regression estimate under dependence conditions (English)
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27 September 1992
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Let \(\{(X_i,Y_i)\}_{i\geq 1}\) be a strictly stationary and \(\alpha\)-mixing stochastic process, where \(X_i\) and \(Y_i\) are \(d\)- and one-dimensional random variables, resp. The authors study the limit behavior of certain recursive kernel estimators of the conditional expectation \(m(x) = E(Y_1| X_1=x), x\in R^d\).
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