Nonparametric curve estimation with time series errors

DOI10.1016/0378-3758(91)90024-9zbMath0734.62047OpenAlexW2030086112WikidataQ126653535 ScholiaQ126653535MaRDI QIDQ811056

Young K. Truong

Publication date: 1991

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(91)90024-9

zbMATH Keywords

semiparametric modelrates of convergencecurve estimationnonparametric regressionpointwise consistencylocal average estimatorsautoregressive time series error processesestimated residualsestimation of the mean functionfinite order moving average processgrowth curve analysisnaive kernel estimatorrepeated measurement dataserially correlated datauniformly consistent in probability

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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• Optimal global rates of convergence for nonparametric regression
• SOME THEORY ON M-SMOOTHING OF TIME SERIES
• Kernel Regression Estimation Using Repeated Measurements Data
• Detecting Dependencies in Smooth Regression Models

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