Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
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Publication:3681735
DOI10.2307/2288075zbMath0566.62029OpenAlexW4245267902MaRDI QIDQ3681735
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/2288075
predictionconsistencyasymptotic normalitydensity estimationregressionasymptotic convergence ratetime-seriescontinuous densitiesstationary Markov sequencefinite fourth moments
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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