NONPARAMETRIC REGRESSION FOR CONTINUOUS-TIME PROCESS

被引：0

作者：

CHEZE, N ^{[1
]}

机构：

[1] UNIV PARIS 06,STAT THEORIQUE & APPL LAB,F-75230 PARIS 05,FRANCE

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1992年 / 315卷 / 09期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We introduce a kernel regression estimator for a continuous-time mixing process. We study the uniform almost sure convergence, quadratic-mean convergence and asymptotic normality for this estimator.

引用

页码：1009 / 1012

页数：4

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