Strong consistency of a kernel-based rule for spatially dependent data
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Cites work
- An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
- Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields
- Asymptotic theory of weakly dependent stochastic processes
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- Inequalities for absolutely regular sequences: application to density estimation
- Invariance principles for absolutely regular empirical processes
- Kernel density estimation for random fields. (Density estimation for random fields)
- Kernel regression estimation for random fields
- Nonparametric prediction of spatial multivariate data
- Nonparametric spatial prediction
- On the consistency of a new kernel rule for spatially dependent data
- Some Limit Theorems for Stationary Processes
- The functional central limit theorem for strongly mixing processes
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