Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results

DOI10.3103/S1066530715030011zbMath1332.62111MaRDI QIDQ258033

F. Blanchet-Sadri, M. Dambrine

Publication date: 17 March 2016

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

ergodicitymartingale differencesstationaritymultivariate density estimationcontinuous time processesmultivariate regression estimationrates of strong convergencewavelet-based estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (9)

Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data ⋮ Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications ⋮ Multivariate wavelet estimators for weakly dependent processes: strong consistency rate ⋮ Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Nonparametric density estimation for spatial data with wavelets ⋮ Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions ⋮ Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes ⋮ Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results

Uses Software

• KernSmooth

Cites Work

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