Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes

DOI10.1007/S10463-021-00814-2MaRDI QIDQ2086282zbMATH OpenOpenAlexWikidataFDO

Authors Mohamed Chaouch, Sultana Didi Biha, Salim Bouzebda

Publication date 25 October 2022

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-021-00814-2

zbMATH Keywords

density estimationkernel estimationnonparametric estimationregression estimationmartingale differencesergodic discrete time processesfunction derivative

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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Cited in

(4)

• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Asymptotic properties of conditional U -statistics using delta sequences
• Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process
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• fda (R)
• KernSmooth

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