scientific article; zbMATH DE number 932624

zbMATH Open0854.62036MaRDI QIDQ4894932FDOQ4894932

Authors: Rong Chen 

Publication date: 14 January 1997

Title of this publication is not available (Why is that?)

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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)

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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