Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results

DOI10.3103/S1066530715030011zbMath1332.62111MaRDI QIDQ258033

F. Blanchet-Sadri, M. Dambrine

Publication date: 17 March 2016

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

ergodicity; martingale differences; stationarity; multivariate density estimation; continuous time processes; multivariate regression estimation; rates of strong convergence; wavelet-based estimators

Mathematics Subject Classification ID

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

62G05: Nonparametric estimation

60F15: Strong limit theorems

Uses Software

• KernSmooth