Nonparametric regression estimation under mixing conditions

DOI10.1016/0304-4149(90)90045-TzbMath0699.62038MaRDI QIDQ913405

George G. Roussas

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

nonparametric regressionkernel estimatemixing propertiesstrictly stationary sequenceRates of convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) General nonlinear regression (62J02) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Local linear regression estimation for time series with long-range dependence, Conditional empirical, quantile and difference processes for a large class of time series with applications, Asymptotic normality of spline estimator when the errors are a linear stationary process, Consistency of modified kernel regression estimation for functional data, Recursive regression estimators with application to nonparametric prediction, Local \(M\)-estimation for conditional variance function with dependent data, Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator, Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications, Moment bounds for mixing random variables useful in nonparametric function estimation, UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES, Recursive kernel regression estimation under α – mixing data, Nonparametric estimation of density, regression and dependence coefficients, Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation, Multivariate regression estimation: Local polynomial fitting for time series, Kernel estimation of the regression function with random sampling times, Local block bootstrap inference for trending time series, Asymptotic normality of recursive estimators under strong mixing conditions, Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure, KERNEL REGRESSION SMOOTHING OF TIME SERIES, Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series, Multivariate regression estimation: Local polynomial fitting for time series, One‐step M‐estimators in the linear model, with dependent errors, Asymptotic normality of residual density estimator in stationary and explosive autoregressive models, Insensitivity of Nadaraya–Watson estimators to design correlation, On sufficient conditions for the consistency of local linear kernel estimators, Order Choice in Nonlinear Autoregressive Models, Universal kernel-type estimation of random fields, Local polynomial fitting under association, Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data, Modelling time trend via spline confidence band, BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES, MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES, Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case, Nonparametric regression estimation under mixing conditions, Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis, Nonparametric estimation equations for time series data., Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff, Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence, Universal weighted kernel-type estimators for some class of regression models, Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors, Nonparametric conditional density estimation for censored data based on a recursive kernel, Quadratic errors for nonparametric estimates under dependence, A nonparametric conditional mode estimate, Nonparametric estimation and prediction for continuous time processes, Asymptotic properties of nonparametric M-estimation for mixing functional data, Kernel estimation for additive models under dependence, Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes, Weighted Nadaraya-Watson regression estimation, Nonparametric regression estimation for dependent functional data: asymptotic normality, Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors, A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence, UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION, The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis, Nonparametric methods of inference for finite-state, inhomogeneous Markov processes, Kernel estimation of quantile sensitivities, Strong consistency of kernel estimates of regression function under dependence, Nonparametric regression with errors-in-all-variables, On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions, Local Linear M-estimation in non-parametric spatial regression, Minimum distance regression-type estimates with rates under weak dependence, On asymptotic behavior of Nadaraya–Watson regression estimator, Nonparametric recursive regression estimation on Riemannian manifolds, Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence, On uniform consistent estimators for convex regression, Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data, Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples, Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition, Wavelet-Based estimation of multivariate regression functions in besov spaces^*, Functional estimation for time series: Uniform convergence properties, Kernel autocorrelogram for time-deformed processes, On the non-parametric prediction of conditionally stationary sequences, Robust kernel estimators for additive models with dependent observations, Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation, Multivariate regression estimation with errors-in-variables for stationary processes, LocalL-estimators for nonparametric regression under dependence, Efficient instrumental variables estimation of nonlinear dependent processes, Kernel estimators of mode under \(\psi\)-weak dependence

Cites Work

• Robust regression function estimation
• Uniform consistency of a class of regression function estimators
• Nonparametric regression estimation under mixing conditions
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Nonparameteric estimation in mixing sequences of random variables
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
• SOME THEORY ON M-SMOOTHING OF TIME SERIES
• Moment inequalities for mixing sequences of random variables
• Weak and strong uniform consistency of kernel regression estimates
• NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item