Kernel estimation for additive models under dependence (Q689169)

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Kernel estimation for additive models under dependence
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    Kernel estimation for additive models under dependence (English)
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    1993
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    dependent data
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    nonparametric regression
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    strictly stationary process
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    time series
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    prediction
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    conditional mean function
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    additive models
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    additive kernel estimator
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    sum of Nadaraya-Watson estimators
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    strong mixing condition
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    asymptotically normal
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    univariate optimal rate of convergence
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    mean squared error
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