✦ LIBER ✦

MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

✍ Scribed by Elias Masry

Book ID: 111039842
Publisher: John Wiley and Sons
Year: 1996
Tongue: English
Weight: 943 KB
Volume: 17
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.1996.tb00294.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multivariate regression estimation: Loca

Multivariate regression estimation: Local polynomial fitting for time series

✍ Elias Masry 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 376 KB

Local linear regression estimation under

Local linear regression estimation under long-range dependence: strong consistency and rates

✍ Masry, E. 📂 Article 📅 2001 🏛 IEEE 🌐 English ⚖ 627 KB

Multivariate probability density estimat

Multivariate probability density estimation for associated processes: strong consistency and rates

✍ Elias Masry 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 160 KB

We consider the estimation of the multivariate probability density function f(x 1 ; : : : ; x d ) of X 1 ; : : : ; X d of a stationary associated random process {X i } ∞ i=-∞ . Uniform strong rates of convergence over compact sets in R d are established for the estimates of f and all its partial der

Strong uniform convergence rates in robu

Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations

✍ Gérard Collomb; Wolfgang Härdle 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 661 KB