NONPARAMETRIC ESTIMATORS FOR TIME SERIES

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DOI10.1111/j.1467-9892.1983.tb00368.xzbMath0544.62082MaRDI QIDQ3333924

Peter M. Robinson

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00368.x

zbMATH Keywords

kernel estimators; asymptotic distributions; conditional expectations; continuity points; strictly stationary process; strong mixing condition; multivariate central limit theorems; nonlinear prediction; regression estimators; consistency properties; conditional density estimators; non- Gaussian time series models

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

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