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

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

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 fitting; rates of convergence; multivariate regression; mixing processes; uniform strong consistency

Mathematics Subject Classification ID

62G07: Density estimation

62H12: Estimation in multivariate analysis

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

62G20: Asymptotic properties of nonparametric inference

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