Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations

DOI10.1016/0304-4149(86)90017-7zbMath0612.62127MaRDI QIDQ1088357

Wolfgang Karl Härdle, Gérard Collomb

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90017-7

zbMATH Keywords

density estimation; nonparametric regression; robust time series analysis; autoregression function; functional M-estimator; phi mixing random pairs; robust prediction; robust regression kernel estimators; strictly stationary time series; strong uniform convergence rate

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

60F15: Strong limit theorems

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