References

KERNEL DENSITY AND REGRESSION ESTIMATIONS FOR LINEAR PROCESSES WITH MIXING INNOVATIONS


[1] P. Billingsley, Convergence of Probability Measures, Wiley, New York, 1968.

[2] D. Bosq, Nonparametric Statistics for Stochastic Processes, Estimation and Prediction, Second Edition, Springer-Verlag, New York, 1998.

[3] K. C. Chanda, Density estimation for linear processes, Ann. Inst. Statist. Math. 35 (1983), 439-446.

[4] G. Collomb, Estimation non-paramétrique de la régression: Revue bibliographique, ISR (1981), 75-93.

[5] G. Collomb and W. Hardle, Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations, Stochastic Process. Appl. 23 (1986), 77-89.

[6] K. Fukunaga, Introduction to Statistical Pattern Recognition, Academic Press, Boston, MA, 1990.

[7] V. V. Gorodetskii, On the strong mixing properties for linear sequences, Theory Probab. Appl. 22 (1977), 411-413.

[8] L. Gyorfy, W. Hardle, P. Sarda and P. Vieu, Nonparametric Curve Estimation from Time Series, Lecture Notes in Statist., 60, Springer-Verlag, New York, 1989.

[9] M. Hallin and L. T. Tran, Kernel density estimation for linear process: Asymptotic normality and optimal bandwidth deviation, Ann. Inst. Statist. Math. 48 (1996), 429-449.

[10] W. Hardle, Applied Nonparametric Regression, Cambridge University Press, Boston, 1990.

[11] Z. D. Lu, Asymptotic normality of kernel density estimators under dependence, Ann. Inst. Statist. Math. 53(3) (2001), 447-468.

[12] A. Nadaraya, On estimating regression, Theory Probab. Appl. 9 (1964), 141-142.

[13] E. Parzen, On estimation of a probability density function and mode, Ann. Math. Statist. 33 (1962), 1065-1076.

[14] P. M. Robinson, Nonparametric estimators for time series, J. Time Ser. Anal. 4 (1983), 185-297.

[15] M. Rosenblatt, Remarks on some nonparametric estimates of density function, Ann. Math. Statist. 27 (1956), 832-837.

[16] G. G. Roussas, Nonparametric estimation in mixing sequences of random variables, J. Statist. Plann. Inference 18 (1988), 135-149.

[17] D. Tjostheim, Non-linear time series: A selective review, Scandinavian J. Statist. 21 (1994), 97-130.

[18] L. T. Tran, Recursive density estimation under dependence, IEEE Trans. Inform. Theory 35 (1989), 1103-1108.

[19] L. T. Tran, Kernel density estimation for linear process, Stochastic Process. Appl. 41 (1992), 281-296.

[20] G. S. Watson, Smooth regression analysis, Sankhyd, Ser. A 26 (1964), 359-372.