Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
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Publication:5079799
DOI10.1080/03610926.2020.1805466OpenAlexW3049821016MaRDI QIDQ5079799FDOQ5079799
Publication date: 30 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1805466
predictioncontinuous time processesconditional densitymartingale differencesergodic processeskernel estimateNadaraya-Watson estimatorsfunction derivatives
Probability distributions: general theory (60E05) Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Probabilistic measure theory (60A10)
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- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
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