k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA

DOI10.1017/S026646661100079XzbMath1419.62072MaRDI QIDQ2909248

Ba Chu, David T. Jacho-Chávez

Publication date: 30 August 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G07: Density estimation

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

60G10: Stationary stochastic processes

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