Minimum distance regression-type estimates with rates under weak dependence

DOI10.1007/BF00054790zbMath0859.62080MaRDI QIDQ1817395

Yannis G. Yatracos, George G. Roussas

Publication date: 9 April 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

rate of convergencederivativesnonparametric regressionKolmogorov entropyweak dependencesmooth functionphi-mixingmixing coefficientminimum distance estimatestrictly stationary discrete-time parameter time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression ⋮ Dependence and the dimensionality reduction principle ⋮ Plug-in L₂-upper error bounds in deconvolution, for a mixing density estimate in R^d and for its derivatives, via the L₁-error for the mixture

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