Functional estimation for time series. I: Quadratic convergence properties
From MaRDI portal
Publication:1366481
zbMATH Open0893.62024MaRDI QIDQ1366481FDOQ1366481
Authors: Patrick Ango Nze, Paul Doukhan
Publication date: 24 August 1998
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Recommendations
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic processes (60G99)
Cited In (14)
- A note on variable selection in nonparametric regression with dependent data
- Evaluation for moments of a ratio with application to regression estimation
- Extremes of projections of functional time series on data-driven basis systems
- Density Estimation for One-Dimensional Dynamical Systems
- A triangular central limit theorem under a new weak dependence condition
- Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field
- Estimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-net
- Title not available (Why is that?)
- Functional estimation for time series: Uniform convergence properties
- The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions
- A note on quadratic forms of stationary functional time series under mild conditions
- Towards a nonparametric test of linearity for times series
- 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
This page was built for publication: Functional estimation for time series. I: Quadratic convergence properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1366481)