Kernel estimation for time series: An asymptotic theory
نویسندگان
چکیده
منابع مشابه
Kernel estimation for time series: An asymptotic theory
We consider kernel density and regression estimation for a wide class of nonlinear time series models. Asymptotic normality and uniform rates of convergence of kernel estimators are established under mild regularity conditions. Our theory is developed under the new framework of predictive dependence measures which are directly based on the data-generating mechanisms of the underlying processes....
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2010
ISSN: 0304-4149
DOI: 10.1016/j.spa.2010.08.001