Johannes, Jan
[UCL]
Subba Roa, Suhasini
[Texas A M University, College Station, TX, USA]
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.
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Bibliographic reference |
Johannes, Jan ; Subba Roa, Suhasini. Nonparametric estimation for dependent data. In: Journal of Nonparametric Statistics, Vol. 23, no.3, p. 661-681 (2011) |
Permanent URL |
http://hdl.handle.net/2078.1/127130 |