KMS Of Academy of mathematics and systems sciences, CAS
Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples | |
Lu, ZD; Cheng, P | |
1998-09-01 | |
发表期刊 | SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY |
ISSN | 1006-9283 |
卷号 | 41期号:9页码:918-926 |
摘要 | 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. |
关键词 | alpha-mixing stationary sequence nearest neighbor density nearest neighbor kernel regression modified nearest neighbor kernel regression strong consistency nonlinear time series |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied ; Mathematics |
WOS记录号 | WOS:000076532600003 |
出版者 | SCIENCE PRESS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/13569 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Lu, ZD |
作者单位 | 1.Univ Catholique Louvain, Inst Stat, Louvain, Belgium 2.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Lu, ZD,Cheng, P. Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,1998,41(9):918-926. |
APA | Lu, ZD,&Cheng, P.(1998).Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,41(9),918-926. |
MLA | Lu, ZD,et al."Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 41.9(1998):918-926. |
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