Regression function estimation from dependent observations

Prabir Burman

Journal of Multivariate Analysis, 1991, vol. 36, issue 2, 263-279

Abstract: We consider the problem of estimating a regression function with nonrandom design points and dependent errors. We construct a spline estimate of the regression function and obtain its rate of convergence. It turns out that the dependence of the observations is reflected in this rate.

Keywords: B-splines; mixing; rate; of; convergence (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (2)

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