Nonparametric function estimation for time series by local average estimators
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Publication:688404
DOI10.1214/aos/1176349163zbMath0790.62037OpenAlexW2031376680MaRDI QIDQ688404
Publication date: 2 December 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349163
sup-normstationary time seriesconditional mean functiondependence assumptionlocal average estimatorsoptimal rate of weak convergencestrong mixing property in the locally transitive sense
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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