Robust nonparametric regression in time series

DOI10.1016/0047-259X(92)90064-MMaRDI QIDQ1191996zbMATH OpenOpenAlexFDO

Authors Young K. Truong

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1016/0047-259x(92)90064-m

zbMATH Keywords

nonparametric regressionstationary time serieskernel estimatoroptimal rate of convergencelocal \(M\)-estimatormixing processrobust conditional locational functional estimators

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3864299 (Why is no real title available?)
• scientific article; zbMATH DE number 3915424 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3221828 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Asymptotic maximal deviation of M-smoothers
• Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
• Nonparametric function estimation involving time series
• Optimal global rates of convergence for nonparametric regression
• Optimal rates of convergence for nonparametric estimators
• Robust Statistics
• Robust nonparametric regression estimation
• Robust nonparametric regression estimation for dependent observations
• Robust nonparametric regression with simultaneous scale curve estimation
• Robust regression function estimation
• Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Uniform consistency of a class of regression function estimators

Cited in

(13)

• Nonparametric regression under dependent errors with infinite variance
• scientific article; zbMATH DE number 3915424 (Why is no real title available?)
• Robust nonparametric regression estimation
• Nonparametric function estimation involving time series
• Nonparametric estimation equations for time series data.
• Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition
• Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach
• L₁-estimation for varying coefficient models
• Consistent estimation of a general nonparametric regression function in time series
• Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response
• Nonparametric time series regression
• Robust kernel estimators for additive models with dependent observations
• \(M\)-type regression splines involving time series

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