Kernel estimation for additive models under dependence (Q689169)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Kernel estimation for additive models under dependence |
scientific article |
Statements
Kernel estimation for additive models under dependence (English)
0 references
1993
0 references
dependent data
0 references
nonparametric regression
0 references
strictly stationary process
0 references
time series
0 references
prediction
0 references
conditional mean function
0 references
additive models
0 references
additive kernel estimator
0 references
sum of Nadaraya-Watson estimators
0 references
strong mixing condition
0 references
asymptotically normal
0 references
univariate optimal rate of convergence
0 references
mean squared error
0 references
0 references
0 references