MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

DOI10.1111/j.1467-9892.1996.tb00294.xzbMath0876.62075OpenAlexW2118021080MaRDI QIDQ4337819

Elias Masry

Publication date: 27 May 1997

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00294.x

zbMATH Keywords

local polynomial fittingrates of convergencemultivariate regressionmixing processesuniform strong consistency

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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