NONPARAMETRIC ESTIMATORS FOR TIME SERIES
From MaRDI portal
Publication:3333924
DOI10.1111/j.1467-9892.1983.tb00368.xzbMath0544.62082MaRDI QIDQ3333924
Publication date: 1983
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00368.x
kernel estimators; asymptotic distributions; conditional expectations; continuity points; strictly stationary process; strong mixing condition; multivariate central limit theorems; nonlinear prediction; regression estimators; consistency properties; conditional density estimators; non- Gaussian time series models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
60F05: Central limit and other weak theorems
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