Fixed design regression for time series: Asymptotic normality

DOI10.1016/0047-259X(92)90026-CzbMath0764.62073OpenAlexW2038714236MaRDI QIDQ1185836

George G. Roussas, Dimitrios Ioannides, Lanh Tat Tran

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90026-c

zbMATH Keywords

asymptotic normalitytime seriesfixed designautoregressive processesstrict stationaritydependent errorsnonparametric regression modelsbounded caseGasser-Müller estimategeneral weightskernel type smoothersPriestley-Chao estimatorsstationary strongly mixing processunbounded case

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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