Asymptotic results for the regression function estimate on continuous time stationary and ergodic data

DOI10.1515/strm-2012-1134zbMath1398.62057OpenAlexW266733778MaRDI QIDQ2247934

Sultana Didi, Djamal Louani

Publication date: 30 June 2014

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/strm-2012-1134

zbMATH Keywords

rate of convergenceconsistencykernel estimatorregression functioncontinuous time processesergodic data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications ⋮ On the local linear modelization of the conditional density for functional and ergodic data ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response ⋮ The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations ⋮ Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors

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