NONPARAMETRIC ESTIMATORS FOR TIME SERIES

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DOI10.1111/j.1467-9892.1983.tb00368.xzbMath0544.62082OpenAlexW2023140731MaRDI 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

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

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