Additive regression model for stationary and ergodic continuous time processes
DOI10.1080/03610926.2015.1048882zbMath1380.62165OpenAlexW2315257730MaRDI QIDQ2979007
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
consistencynormalityergodicitymartingale differencesstationarityregression functionadditive modelkernel-type estimatorsmarginal integration
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Exchangeability for stochastic processes (60G09)
Related Items (5)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong consistency of the internal estimator of nonparametric regression with dependent data
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Linear smoothers and additive models
- Bootstrap consistency for general semiparametric \(M\)-estimation
- On internally corrected and symmetrized kernel estimators for nonparametric regression
- Absolute regularity and ergodicity of Poisson count processes
- Bootstrapping general empirical measures
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
- The dimensionality reduction principle for generalized additive models
- Additive regression and other nonparametric models
- Some asymptotic theory for the bootstrap
- A rank statistics approach to the consistency of a general bootstrap
- Exchangeably weighted bootstraps of the general empirical process
- A Bayesian method for weighted sampling
- Fitting a bivariate additive model by local polynomial regression
- How do bootstrap and permutation tests work?
- General asymptotic confidence bands based on kernel-type function estimators
- On the strong approximation of bootstrapped empirical copula processes with applications
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Weighted resampling of martingale difference arrays with applications
- Resampling Student's \(t\)-type statistics
- Rate optimal estimation with the integration method in the presence of many covariates
- Uniform in bandwidth consistency of kernel-type function estimators
- Some uniform consistency results in the partially linear additive model components estimation
- Non-strong mixing autoregressive processes
- Additive Regression Model for Continuous Time Processes
- On higher order kernels
- Nonparametric Identification for Diffusion Processes
- Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
- 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†
This page was built for publication: Additive regression model for stationary and ergodic continuous time processes