Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589)

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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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