Asymptotic normality of the additive regression components for continuous time processes

DOI10.1016/j.crma.2008.06.012zbMath1144.62076arXiv0802.3469OpenAlexW2048754999MaRDI QIDQ943651

Mohammed Debbarh, Bertrand Maillot

Publication date: 10 September 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.3469

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Adaptive estimation of an additive regression function from weakly dependent data

Cites Work

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• Additive regression and other nonparametric models
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Additive time series: The kernel integration method
• Nonparametric Identification for Diffusion Processes
• Versions of Kernel-Type Regression Estimators
• A kernel method of estimating structured nonparametric regression based on marginal integration

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