Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
文献类型：期刊论文
| 作者 | Lu, ZD; Cheng, P |
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 1997-12-01 |
| 卷号 | 65期号:1页码:67-86 |
| 关键词 | alpha-mixing stationary sequence kernel regression modified kernel regression distribution-free strong consistency nonlinear time series models |
| ISSN号 | 0378-3758 |
| 英文摘要 | 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) |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000071469600004 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13235]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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