scientific article; zbMATH DE number 3856205

MaRDI QIDQ3324832zbMATH OpenFDO

Authors Gérard Collomb

Publication date 1983

zbMATH Keywords

almost sure uniform convergenceautoregression estimateskernel estimatesnearest neighbor type regression function estimatesphi-mixing conditionpredictionstrong consistencytime series analysiswindow estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(2)

• Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
• NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS

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