Kernel estimation of the regression function with random sampling times

DOI10.1007/BF02563107MaRDI QIDQ1906311zbMATH OpenOpenAlexFDO

Authors José A. Vilar

Publication date 23 June 1996

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02563107

zbMATH Keywords

asymptotic normalitynonparametric regressionkernel estimatorrandom samplingmean integrated square errormixing dependence conditionsstationary continuous-time process

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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Cited in

(12)

• On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case
• Asymptotic results for the regression function estimate on continuous time stationary and ergodic data
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE
• Multivariate regression estimation of continuous-time processes from sampled data: local polynomial fitting approach
• Least-square estimators in linear regression models under negatively superadditive dependent random observations
• Kernel Regression Estimation Using Repeated Measurements Data
• Kernel estimators for the mean function of a stochastic process under sparse design conditions
• scientific article; zbMATH DE number 597677 (Why is no real title available?)
• scientific article; zbMATH DE number 3954052 (Why is no real title available?)
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
• Finite sample performance of density estimators from unequally spaced data

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