Central limit theorems for nonparametric estimators with real-time random variables

DOI10.1111/J.1467-9892.2010.00668.XzbMATH Open1226.60033OpenAlexW1554461826MaRDI QIDQ3103188FDOQ3103188

Tae Yoon Kim, Zhiming Luo

Publication date: 26 November 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00668.x

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zbMATH Keywords

central limit theoremnonparametric estimatorsreal-time random variables

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• Nonparametric regression with long-range dependence
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Using bimodal kernel for inference in nonparametric regression with correlated errors
• Moment inequalities for mixing sequences of random variables
• Kernel density estimator for strong mixing processes
• Central limit theorems for weighted sums of a spatial process under a class of stochastic and fixed designs
• On central and non-central limit theorems in density estimation for sequences of long-range dependence
• On bandwidth choice for density estimation with dependent data
• Nonparametric detection of correlated errors
• Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator

Cited In (1)

• Sharp optimality for regression with real-time data

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