Nonparametric function estimation involving time series
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Publication:1192959
DOI10.1214/aos/1176348513zbMath0764.62038OpenAlexW2053672153MaRDI QIDQ1192959
Charles J. Stone, Young K. Truong
Publication date: 27 September 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348513
bandwidthtime seriesconditional expectationstationarityoptimal convergence ratesconditional mediannonparametric predictionconvergence rates of local averageslocal mediansstationary strongly mixing sequence
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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