Curve estimation for m_ n-decomposable time series including bilinear processes

DOI10.1016/0047-259X(91)90037-3MaRDI QIDQ1176296zbMATH OpenFDO

Authors Kamal C. Chanda, Frits Ruymgaart

Publication date 25 June 1992

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

linear modelsempirical processesuniform consistencyrandom censoringexponential inequalityempirical estimatorhazard rate estimationautoregression functionsbilinear modelscompound empirical processesdecomposable time serieslocal fluctuationsnonparametric curve estimatorsspeed of a.s. uniform convergence

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Nonparametric prediction for random fields
• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes
• Conditional empirical, quantile and difference processes for a large class of time series with applications

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