Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series

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	Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
	Lu, ZD; Cheng, P
	1997-12-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	65 期号:1 页码:67-86
摘要	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 a-mixing stationary sequence in time series context. The condition imposed on the mixing coefficients is Sigma(j=1)(infinity)alpha(j)(1-1/v)1, v>1) or Sigma(j=1)(infinity)j(a-1)alpha(j) < infinity (a > 1), which is simple and weaker than those in the literature. (C) 1997 Elsevier Science B.V.
关键词	alpha-mixing stationary sequence kernel regression modified kernel regression distribution-free strong consistency nonlinear time series models
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000071469600004
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13236
专题	中国科学院数学与系统科学研究院
作者单位	Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Lu, ZD,Cheng, P. Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,1997,65(1):67-86.
APA	Lu, ZD,&Cheng, P.(1997).Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,65(1),67-86.
MLA	Lu, ZD,et al."Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 65.1(1997):67-86.