Asymptotic distribution of robust estimators for nonparametric models from mixing processes

DOI10.1214/aos/1176347631zbMath0703.62025OpenAlexW2014399626MaRDI QIDQ916245

Graciela Boente, Ricardo Fraiman

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347631

zbMATH Keywords

kernel estimatesM-estimatorsWeightsstrictly stationary processdependent observationsalpha-mixing processesnearest-neighbor methodsrobust nonparametric autoregression estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

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