Nonparametric regression estimation in models with weak error's structure

In this paper we propose nonparametric estimates of the regression function and its derivative when it is only assumed a weak error's structure. We study their local and global asymptotic behaviour when we observe dependent trajectories.

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Year of publication:	1991
Authors:	Fraiman, Ricardo ; Iribarren, Gonzalo Pérez
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 37.1991, 2, p. 180-196
Publisher:	Elsevier
Keywords:	nonparametric regression models [alpha]-mixing processes locally weighted averages

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221300