Asymptotic normality of recursive estimators under strong mixing conditions

DOI10.1007/s11203-013-9078-xzbMath1307.62087arXiv1211.5767OpenAlexW2081241356MaRDI QIDQ2392828

Aboubacar Amiri

Publication date: 2 August 2013

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.5767

zbMATH Keywords

asymptotic normalityregression functionstrong mixing processesrecursive kernel estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Sequential estimation (62L12)

Related Items (2)

Nonparametric conditional density estimation for censored data based on a recursive kernel ⋮ Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data

Cites Work

• Nonparametric regression estimation under mixing conditions
• Strong uniform convergence of the recursive regression estimator under \(\phi\)-mixing conditions.
• On a parametric family of sequential estimators of the density for a strong mixing process
• Necessary and sufficient consistency conditions for a recursive kernel regression estimate
• On the almost everywhere convergence of nonparametric regression function estimates
• Nonparametric curve estimation from time series
• Asymptotic normality of the recursive kernel regression estimate under dependence conditions
• Strong universal pointwise consistency of recursive regression estimates
• A distribution-free theory of nonparametric regression
• Recursive regression estimators with application to nonparametric prediction
• Global convergence of the recursive kernel regression estimates with applications in classification and nonlinear system estimation
• On the L 1 convergence of kernel estimators of regression functions with applications in discrimination
• Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
• Inference and Prediction in Large Dimensions
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