Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis

DOI10.1080/10485259608832682zbMath0879.62034OpenAlexW2014497688MaRDI QIDQ4345905

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Publication date: 11 January 1998

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259608832682

zbMATH Keywords

kernel methodnonparametric regressionergodic processesstrong uniform consistencypartial derivatives

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (17)

Note on conditional quantiles for functional ergodic data ⋮ Recursive kernel estimate of the conditional quantile for functional ergodic data ⋮ Unnamed Item ⋮ Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications ⋮ Estimating functions and derivatives via adaptive penalized splines ⋮ Simulated Greeks for American options ⋮ A robust nonparametric estimation of the autoregression function under an ergodic hypothesis ⋮ Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors ⋮ Asymptotic properties of the conditional hazard function estimate by the local linear method for functional ergodic data ⋮ Limits to classification and regression estimation from ergodic processes ⋮ Unnamed Item ⋮ Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions ⋮ Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes ⋮ An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression ⋮ Robust kernel estimators for additive models with dependent observations ⋮ LOCAL LINEAR MODELLING OF THE CONDITIONAL DISTRIBUTION FUNCTION FOR FUNCTIONAL ERGODIC DATA ⋮ On sequential nearest neighbour regression estimation

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