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

DOI10.1016/0047-259X(91)90037-3zbMath0746.62036MaRDI QIDQ1176296

Frits H. Ruymgaart, Kamal C. Chanda

Publication date: 25 June 1992

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

zbMATH Keywords

exponential inequalityempirical processesrandom censoringhazard rate estimationlinear modelsempirical estimatoruniform consistencyautoregression 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)

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to bispectral analysis and bilinear time series models
• Large sample behaviour of the product-limit estimator on the whole line
• Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
• Local convergence of empirical measures in the random censorship situation with application to density and rate estimators
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Some properties of bivariate empirical hazard processes under random censoring
• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes
• Nonparametric curve estimation from time series
• Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
• A central limit theorem for m-dependent random variables with unbounded m
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Non-strong mixing autoregressive processes
• Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
• Curve Estimates
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION