Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series
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Publication:4375430
DOI10.1080/10485259708832731zbMath0914.62036OpenAlexW2032640192MaRDI QIDQ4375430
Publication date: 21 June 1999
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259708832731
rate of convergencemixingstationaritylocal polynomial estimatoroptimal kernelsregression function derivatives
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Cites Work
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- Multivariate locally weighted least squares regression
- Local linear regression smoothers and their minimax efficiencies
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting
- Design-adaptive Nonparametric Regression
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