scientific article; zbMATH DE number 932624

MaRDI QIDQ4894932zbMATH OpenFDO

Authors Rong Chen

Publication date 14 January 1997

zbMATH Keywords

simulation studyNadaraya-Watson estimatorconditional meanasymptotic mean squared errorMarkovian structuremultistage kernel smoother

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(3)

• On nonparametric prediction of linear processes
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
• Mean squared error properties of the kernel-based multi-stage median predictor for time series

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