Functional estimation for time series: Uniform convergence properties

DOI10.1016/S0378-3758(97)00133-XzbMath0951.62074WikidataQ127152347 ScholiaQ127152347MaRDI QIDQ1299530

Paul Doukhan, Patrick Ango Nze

Publication date: 23 August 1999

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

zbMATH Keywords

mixingautoregressive processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) General nonlinear regression (62J02)

Related Items (10)

Evaluation for moments of a ratio with application to regression estimation ⋮ Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models ⋮ The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Nonparametric estimation of the maximum hazard under dependence conditions ⋮ Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses ⋮ On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions ⋮ Weak dependence beyond mixing and asymptotics for nonparametric regression ⋮ Estimation and test of linearity for a class of additive nonlinear models ⋮ A Projection-Based Nonparametric Test of Conditional Quantile Independence

Cites Work

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