Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
(1998) Science in China. Series A: Mathematics, Physics, Astronomy — Vol. 41, n° 9, p. 918-926 (1998)
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- Abstract
- Under quite mild conditions on K-n, the strong consistency is proved for the nearest neighbor density, the nearest neighbor kernel regression and the modified nearest neighbor kernel regression of an alpha-mixing stationary sequence in time series context. The condition imposed on the mixing coefficients is [GRAPHICS] which is simple and weak.
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Lu, Z., & Cheng, P. (1998). Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples. Science in China. Series A: Mathematics, Physics, Astronomy, 41(9), 918-926. https://doi.org/10.1007/BF02880000 (Original work published 1998)