Kernel Regression Estimation Under Dependence

  • 발행 : 2002.09.01

초록

Nonparametric kernel regression problem is considered for a stationary dependent sequence {(Xi, Yj) 1 j $\geq$ 1 }. In particular consistency and rates of convergence are discussed, which gives some useful insight for the effect of dependence for stationary $\alpha$-mixing sequences.

키워드

참고문헌

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