Journal of Statistics: Advances in Theory and Applications[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.
