Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589)
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English | Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes |
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Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (English)
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30 September 2021
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conditional density
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conditional mode
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kernel estimate
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Nadaraya-Watson estimators
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ergodic processes
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martingale difference arrays
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prediction
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continuous time processes
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confidence regions
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rate of convergence
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strong consistency
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