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- W2055709787 abstract "The past few years have witnessed the emergence of a vigorous literature seeking to exploit nonparametric estimation ideas in time-series contexts. As documented herein, in recent times, various mixing conditions postulated in the seminal investigations by Rosenblatt (1970) and Roussas (1969) have been relaxed. The present study assumes that the observed series is Markov with a time-invariant transition function, but does not postulate mixing conditions or that the coordinate process have a proper probability distribution. Thereby, our methodology encompasses random walks, for example. Nevertheless, a variation of the traditional nearest neighbor regression estimate is found to be pointwise consistent under useful conditional moment assumptions." @default.
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- W2055709787 date "1993-11-01" @default.
- W2055709787 modified "2023-09-27" @default.
- W2055709787 title "Nearest neighbor regression estimation for null-recurrent Markov time series" @default.
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- W2055709787 doi "https://doi.org/10.1016/0304-4149(93)90050-e" @default.
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