Functional estimation for time series: Uniform convergence properties
From MaRDI portal
Publication:1299530
DOI10.1016/S0378-3758(97)00133-XzbMath0951.62074WikidataQ127152347 ScholiaQ127152347MaRDI QIDQ1299530
Paul Doukhan, Patrick Ango Nze
Publication date: 23 August 1999
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) General nonlinear regression (62J02)
Related Items
Evaluation for moments of a ratio with application to regression estimation, Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models, The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions, Nonparametric estimation of the hazard function under dependence conditions, Nonparametric estimation of the maximum hazard under dependence conditions, Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses, On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions, Weak dependence beyond mixing and asymptotics for nonparametric regression, Estimation and test of linearity for a class of additive nonlinear models, A Projection-Based Nonparametric Test of Conditional Quantile Independence
Cites Work
- Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
- Nonparametric function estimation for time series by local average estimators
- Recursive kernel density estimators under a weak dependence condition
- Nonparametric regression estimation under mixing conditions
- Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
- On smoothed probability density estimation for stationary processes
- Consistency of a nonparametric estimate of a density function for dependent variables
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
- Density estimation in Besov spaces
- Nonparametric curve estimation from time series
- Nonparametric function estimation involving time series
- Probability density estimation using delta sequences
- Mixing: Properties and examples
- Covariance inequalities for strongly mixing processes
- Functional estimation for time series. I: Quadratic convergence properties
- The functional law of the iterated logarithm for stationary strongly mixing sequences
- [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
- [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Remarks on Some Nonparametric Estimates of a Density Function
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Mixing Conditions for Markov Chains
- On the Strong Mixing Property for Linear Sequences
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
