Nonparametric estimation for dependent data

Jan Johannes and Suhasini Rao

Journal of Nonparametric Statistics, 2011, vol. 23, issue 3, 661-681

Abstract: In this paper, we consider nonparametric estimation for dependent data, where the observations do not necessarily come from a linear process. We study density estimation and also discuss associated problems in nonparametric regression, using the 2-mixing dependence measure. We compare the results under the 2-mixing with those derived under the assumption that the process is linear.

Date: 2011
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/10485252.2010.484491

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