Abstract
Under quite mild conditions on kn, the strong consistency is proved for the nearest neighbor density, the nearest neighbor kernel regression and the modified nearest neighbor kernel regression of an α-mixing stationary sequence in time series context. The condition imposed on the mixing coefficients is ∑i=1∞ja-1 a(j)1-1/ν < ∞ (a > 1, ν > 1) or ∑i=1∞ja-1 a(j) < ∞ (a > 1), which is simple and weak.
| Original language | English |
|---|---|
| Pages (from-to) | 918-926 |
| Journal | Science in China, Series A: Mathematics, Physics, Astronomy |
| Volume | 41 |
| Issue number | 9 |
| DOIs | |
| Publication status | Published - 1998 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Research Keywords
- Modified nearest neighbor kernel regression
- Nearest neighbor density
- Nearest neighbor kernel regression
- Nonlinear time series
- Strong consistency
- α-mixing stationary sequence