✦ LIBER ✦
Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
✍ Scribed by Zudi Lu; Ping Cheng
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 790 KB
- Volume
- 65
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
✦ Synopsis
Under quite mild conditions on the kernel and on the bandwidth, the distribution-free strong consistency is proved for the kernel regression and the modified kernel regression of an ~-mi×in~ stationary sequence in time series context. The condition imposed on the mixing coefficients ..... . l,, ~=~ j. 1 is ~-~/::1.1 I (j)l <:xD (a>l, v>l) or z_,/I :~(J) <~c (a>l), which is simple and weaker than those in the literature.