Estimacion no parametrica de curvas notables para datos dependientes

DOI10.1007/BF02863641MaRDI QIDQ3357353zbMATH OpenOpenAlexFDO

Authors Juan Manuel Vilar-Fernández

Publication date 1989

Published in Trabajos de Estadistica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/40534

zbMATH Keywords

almost sure uniform consistencyalpha mixingasymptotic normalityautoregression functionbiasL2 stabilitypointwise consistencytime seriesvariance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Nonparametric estimation of density, regression and dependence coefficients
• NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonparametric regression estimation under mixing conditions
• Nonparametric estimation of density derivatives of dependent data

Cites work

• Estimation of a multivariate density function using delta sequences
• scientific article; zbMATH DE number 3888596 (Why is no real title available?)
• scientific article; zbMATH DE number 3840941 (Why is no real title available?)
• scientific article; zbMATH DE number 3855419 (Why is no real title available?)
• scientific article; zbMATH DE number 3463002 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Probability density estimation from sampled data
• Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas
• Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions

Cited in

(15)

• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes
• A local cross-validation algorithm for dependent data
• Nonparametric estimation in a model with a trend
• Nonparametric estimation of density derivatives of dependent data
• Consistent estimation of a general nonparametric regression function in time series
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas
• Consistencia de un estimador no parametrico, recursivo, de la regresion bajo condiciones generales
• Estimating functional dependences based on time series with the use of classes of regression functions of infinite capacity
• Estimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-net
• Nonparametric estimation of density, regression and dependence coefficients
• Статистическая оценка множества существенных аргументов двоичной вектор-функции с искаженными значениями
• Nonparametric estimators for varextropy under \(\alpha\)-mixing condition with appliction in exponential AR(1) model
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions
• Testing the functions defining a nonlinear autoregressive time series

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