Functional estimation for time series: Uniform convergence properties

DOI10.1016/S0378-3758(97)00133-XzbMATH Open0951.62074WikidataQ127152347 ScholiaQ127152347MaRDI QIDQ1299530FDOQ1299530

Authors: Patrick Ango Nze, Paul Doukhan 

Publication date: 23 August 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

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zbMATH Keywords

mixingautoregressive processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

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Cited In (19)

• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
• Frequency domain theory for functional time series: variance decomposition and an invariance principle
• Evaluation for moments of a ratio with application to regression estimation
• Title not available (Why is that?)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• Extremes of projections of functional time series on data-driven basis systems
• Statistical Inference for Functional Time Series
• Nonparametric estimation of the hazard function under dependence conditions
• Weak dependence beyond mixing and asymptotics for nonparametric regression
• Estimation and test of linearity for a class of additive nonlinear models
• Title not available (Why is that?)
• The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions
• Title not available (Why is that?)
• Nonparametric estimation of the maximum hazard under dependence conditions
• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
• SPHARMA approximations for stationary functional time series on the sphere
• Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series
• Title not available (Why is that?)

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