Nearest neighbor regression estimation for null-recurrent Markov time series

DOI10.1016/0304-4149(93)90050-EzbMath0791.62084MaRDI QIDQ1312303

Sid Yakowitz

Publication date: 20 July 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

random walksweak consistencystrong consistencynearest neighbor regression estimatenull-recurrent Markov time seriespointwise consistentrecurrence hypothesistime-invariant transition function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Nonparametric inference for ergodic, stationary time series, Stochastic temporal data upscaling using the generalized \(k\)-nearest neighbor algorithm, Nonparametric methods of inference for finite-state, inhomogeneous Markov processes, Limits to classification and regression estimation from ergodic processes, Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences., Strong universal pointwise consistency of some regression function estimates, Nearest neighbor conditional estimation for Harris recurrent Markov chains, Design adaptive nearest neighbor regression estimation, Nonparametric estimation in null recurrent time series., On sequential nearest neighbour regression estimation

Cites Work

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• Local Properties of k-NN Regression Estimates