Multivariate regression estimation of continuous-time processes from sampled data: local polynomial fitting approach

DOI10.1109/18.782116MaRDI QIDQ4503381zbMATH OpenOpenAlexFDO

Authors Elias Masry

Publication date 7 September 2000

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.782116

zbMATH Keywords

central limit theoremslocal polynomial fittingmixing processesmultivariate regressionrandom sampling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Multivariate regression estimation: Local polynomial fitting for time series
• Kernel estimation of the regression function with random sampling times
• scientific article; zbMATH DE number 1223604
• Multivariate regression estimation: Local polynomial fitting for time series
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

Cited in

(3)

• scientific article; zbMATH DE number 1223604 (Why is no real title available?)
• Multivariate regression estimation: Local polynomial fitting for time series
• Temps local et estimation de régression en temps continu

This page was built for publication: Multivariate regression estimation of continuous-time processes from sampled data: local polynomial fitting approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4503381)