Asymptotic normality of recursive estimators under strong mixing conditions
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Publication:2392828
DOI10.1007/S11203-013-9078-XzbMATH Open1307.62087arXiv1211.5767OpenAlexW2081241356MaRDI QIDQ2392828FDOQ2392828
Publication date: 2 August 2013
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Abstract: The main purpose of this paper is to estimate the regression function by using a recursive nonparametric kernel approach. We derive the asymptotic normality for a general class of recursive kernel estimate of the regression function, under strong mixing conditions. Our purpose is to extend the work of Roussas and Tran [17] concerning the Devroye-Wagner estimate.
Full work available at URL: https://arxiv.org/abs/1211.5767
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Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12)
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Cited In (12)
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- Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions
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