Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526)
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English | Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case |
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Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (English)
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1990
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weak consistency
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universal consistency
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mixingale
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near epoch dependent
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mixing sequence
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martingale difference sequence
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multivariate central limit theorem
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non-identically distributed random variables
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asymptotic properties
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nonparametric regression estimator
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weight function
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mean square error
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dependence
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heterogeneity
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