Robust nonparametric regression estimation for dependent observations

DOI10.1214/aos/1176347266zbMath0683.62023OpenAlexW2080036344MaRDI QIDQ1824962

Graciela Boente, Ricardo Fraiman

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347266

zbMATH Keywords

alpha-mixingkernel methodsnonparametric regressionautoregressionphi-mixingStrong consistencyk-nearest neighbor kernel methodsM- type robust equivariant estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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