Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case

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Publication:912526

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DOI10.1016/0047-259X(90)90006-4zbMath0698.62040MaRDI QIDQ912526

N. E. Zubov

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

weight function asymptotic properties heterogeneity weak consistency mean square error dependence martingale difference sequence universal consistency non-identically distributed random variables mixing sequence multivariate central limit theorem mixingale near epoch dependent nonparametric regression estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

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