Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- 1 October 1986
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 23 (1) , 77-89
- https://doi.org/10.1016/0304-4149(86)90017-7
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Uniform Consistency of a Class of Regression Function EstimatorsThe Annals of Statistics, 1984
- Robust regression function estimationJournal of Multivariate Analysis, 1984
- Robust Nonparametric AutoregressionPublished by Springer Nature ,1984
- Propriétés de convergence presque complète du prédicteur à noyauProbability Theory and Related Fields, 1984
- NONPARAMETRIC ESTIMATORS FOR TIME SERIESJournal of Time Series Analysis, 1983
- Sur la prédiction non paramétrique de variables aléatoires et de mesures aléatoiresProbability Theory and Related Fields, 1983
- Weak and strong uniform consistency of kernel regression estimatesProbability Theory and Related Fields, 1982
- On the Almost Everywhere Convergence of Nonparametric Regression Function EstimatesThe Annals of Statistics, 1981
- On Estimating RegressionTheory of Probability and Its Applications, 1964
- On Estimation of a Probability Density Function and ModeThe Annals of Mathematical Statistics, 1962