Nonparametric kernel regression when the regressor follows a counting process
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Publication:4345903
DOI10.1080/10485259608832680zbMath0879.62036MaRDI QIDQ4345903
Publication date: 16 December 1997
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259608832680
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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Cites Work
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