Generalised kernel smoothing for non-negative stationary ergodic processes
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Publication:3068116
DOI10.1080/10485251003605120zbMath1203.62061MaRDI QIDQ3068116
Arusharka Sen, Yogendra P. Chaubey, Naâmane Laïb
Publication date: 13 January 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://spectrum.library.concordia.ca/36102/2/Laib_GeneralizedRegression_Ver1_Chaub.pdf
prediction; normality; mixing; regression function; ergodic processes; martingale difference; gamma density; Hille's lemma
62M20: Inference from stochastic processes and prediction
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62M09: Non-Markovian processes: estimation
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