Nonparametric regression estimation in models with weak error's structure

Ricardo Fraiman and Gonzalo Pérez Iribarren

Journal of Multivariate Analysis, 1991, vol. 37, issue 2, 180-196

Abstract: 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.

Keywords: nonparametric; regression; models; [alpha]-mixing; processes; locally; weighted; averages (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (4)

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