On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355)
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scientific article; zbMATH DE number 3990703
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| English | On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators |
scientific article; zbMATH DE number 3990703 |
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On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (English)
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1986
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The author proves weak consistency of kernel estimators of conditional expectations and joint probability densities in multivariate stationary time series. The finite-sample properties give some implications for choice of bandwidth.
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density estimators
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nonparametric regression
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autoregression
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mixing conditions
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weak consistency
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kernel estimators
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conditional expectations
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joint probability densities
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multivariate stationary time series
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finite-sample properties
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choice of bandwidth
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0.8551322817802429
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0.838020384311676
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0.8335089087486267
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0.8320425152778625
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