Recursive local polynomial regression under dependence conditions

DOI10.1007/BF02595859MaRDI QIDQ1580822zbMATH OpenOpenAlexFDO

Authors José A. Vilar-Fernández, Juan Manuel Vilar-Fernández

Publication date 18 February 2001

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595859

zbMATH Keywords

almost sure convergencelocal polynomial fittingrecursive nonparametric estimationsimulationsstrongly mixing processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09)

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Cites work

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Cited in

(17)

• Recursive estimation of regression functions by local polynomial fitting
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
• Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
• A recursive local linear regression estimation and its applications
• Recursive regression estimators with application to nonparametric prediction
• Recursive nonparametric estimation of local first derivative under dependence conditions
• Recursive kernel estimation of the density under -weak dependence
• Biais de l'estimation par polynômes locaux de la fonction de régression d'une suite dépendante
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
• LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
• Online kernel estimation of stationary stochastic diffusion models
• Local Polynomial Regression and Simulation–Extrapolation
• A nonparametric statistical procedure for the detection of marine pollution
• Recursive kernel regression estimation under α – mixing data
• Optimal One-Pass Nonparametric Estimation Under Memory Constraint
• Semi-recursive kernel conditional density estimators under random censorship and dependent data
• Regression estimation by local polynomial fitting for multivariate data streams

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