A Note on Ergodic Processes Prediction via Estimation of the Conditional Mode Function

DOI10.1111/1467-9469.T01-1-00060zbMATH Open0879.60026OpenAlexW2129873515MaRDI QIDQ4352095FDOQ4352095

Authors: Elias Ould Saïd 

Publication date: 1997

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.t01-1-00060

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zbMATH Keywords

predictionconditional densityergodic processnon-parametric estimationkernel estimateconditional mode

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Cited In (28)

• Consistency of a nonparametric conditional mode estimator for random fields
• Strong uniform consistency of nonparametric estimation of the censored conditional mode function
• Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
• On firing rate estimation for dependent interspike intervals
• Kernel conditional density and mode estimation for psi-weakly dependent observations
• Nonparametric statistical learning based on modal regression
• On the strong uniform consistency of the mode estimator for censored time series
• Limit theorems for a class of identically distributed random variables.
• Title not available (Why is that?)
• Nonparametric estimation of the conditional mode when the regressor is functional
• The Modal Age of Statistics
• Asymptotic normality of conditional mode estimation for functional dependent data
• Modal regression using kernel density estimation: a review
• Nonparametric prediction via mode
• Functional time series prediction via conditional mode estimation
• Conditional mode estimation for functional stationary ergodic data with responses missing at random
• A Statistical Learning Approach to Modal Regression
• The law of the iterated logarithm for the multivariate kernel mode estimator
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
• Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
• Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation
• Local linear conditional cumulative distribution function with mixing data
• Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis

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