Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations

DOI10.1080/07474946.2013.803398zbMath1294.62065MaRDI QIDQ2854352

Vjatscheslav Vasiliev, Dimitris N. Politis

Publication date: 18 October 2013

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2013.803398

zbMATH Keywords

dependent observations; sequential approach; finite sample size; guaranteed mean square accuracy; nonparametric kernel regression estimation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62J20: Diagnostics, and linear inference and regression

62L12: Sequential estimation

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