Additive regression model for stationary and ergodic continuous time processes

DOI10.1080/03610926.2015.1048882zbMATH Open1380.62165OpenAlexW2315257730MaRDI QIDQ2979007FDOQ2979007

Authors: Salim Bouzebda, S. Didi 

Publication date: 2 May 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1048882

Recommendations

• Additive Regression Model for Continuous Time Processes
• Asymptotic normality of the additive regression components for continuous time processes
• Asymptotic results for the regression function estimate on continuous time stationary and ergodic data
• Additive time series: The kernel integration method
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes

zbMATH Keywords

ergodicitystationarityconsistencyadditive modelnormalitymartingale differencesregression functionkernel-type estimatorsmarginal integration

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Exchangeability for stochastic processes (60G09)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A rank statistics approach to the consistency of a general bootstrap
• Title not available (Why is that?)
• Title not available (Why is that?)
• Additive regression and other nonparametric models
• Exchangeably weighted bootstraps of the general empirical process
• Uniform in bandwidth consistency of kernel-type function estimators
• Non-strong mixing autoregressive processes
• Bootstrapping general empirical measures
• Some asymptotic theory for the bootstrap
• Title not available (Why is that?)
• How do bootstrap and permutation tests work?
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
• Resampling Student's \(t\)-type statistics
• On higher order kernels
• Nonparametric Identification for Diffusion Processes
• A kernel method of estimating structured nonparametric regression based on marginal integration
• A simple bias reduction method for density estimation
• A note on kernel density estimation at a parametric rate†
• Linear smoothers and additive models
• Absolute regularity and ergodicity of Poisson count processes
• The dimensionality reduction principle for generalized additive models
• Introduction to strong mixing conditions. Vol. 3.
• Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
• Strong consistency of the internal estimator of nonparametric regression with dependent data
• On internally corrected and symmetrized kernel estimators for nonparametric regression
• Fitting a bivariate additive model by local polynomial regression
• Bootstrap consistency for general semiparametric \(M\)-estimation
• Rate optimal estimation with the integration method in the presence of many covariates
• General asymptotic confidence bands based on kernel-type function estimators
• On the strong approximation of bootstrapped empirical copula processes with applications
• On general bootstrap of empirical estimator of a semi-Markov kernel with applications
• Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
• A Bayesian method for weighted sampling
• Weighted resampling of martingale difference arrays with applications
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
• Additive Regression Model for Continuous Time Processes
• Some uniform consistency results in the partially linear additive model components estimation

Cited In (12)

• Asymptotic properties of conditional U -statistics using delta sequences
• Additive Regression Model for Continuous Time Processes
• Additive time series: The kernel integration method
• Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
• Asymptotic normality for the wavelet partially linear additive model components estimation
• Asymptotic normality of the additive regression components for continuous time processes
• Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
• Consistency results of the M-regression function estimator for stationary continuous-time and ergodic data
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes

This page was built for publication: Additive regression model for stationary and ergodic continuous time processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2979007)