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Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples

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Lu, ZD Cheng, P

Under quite mild conditions on K-n, the strong consistency is proved for the nearest neighbor density, the nearest neighbor kernel regression and the modified nearest neighbor kernel regression of an alpha-mixing stationary sequence in time series context. The condition imposed on the mixing coefficients is [GRAPHICS] which is simple and weak.

Document type Article de périodique (Journal article) – Article de recherche
Publication date 1998
Language Anglais
Journal information "Science in China. Series A: Mathematics, Physics, Astronomy" - Vol. 41, no. 9, p. 918-926 (1998)
Peer reviewed yes
Publisher Science Press (Beijing)
issn 1006-9283
Publication status Publié
Affiliation UCL
Keywords alpha-mixing stationary sequence ; nearest neighbor density ; nearest neighbor kernel regression ; modified nearest neighbor kernel regression ; strong consistency ; nonlinear time series
Links
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Bibliographic reference Lu, ZD ; Cheng, P. Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples. In: Science in China. Series A: Mathematics, Physics, Astronomy, Vol. 41, no. 9, p. 918-926 (1998)
Permanent URL http://hdl.handle.net/2078.1/45005