Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations

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Publication:1088357

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DOI10.1016/0304-4149(86)90017-7zbMath0612.62127OpenAlexW2073898607MaRDI QIDQ1088357

Gérard Collomb, Wolfgang Karl Härdle

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90017-7

zbMATH Keywords

density estimation nonparametric regression robust time series analysis autoregression function functional M-estimator phi mixing random pairs robust prediction robust regression kernel estimators strictly stationary time series strong uniform convergence rate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Strong limit theorems (60F15)

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