Nadaraya-Watson estimation of a nonparametric autoregressive model
نویسندگان
چکیده
We investigate the asymptotic behavior of Nadaraya-Watson (NW) estimator regression function a τ−mixing process. prove strong consistency and normality this we illustrate these two properties using simulated data.
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ژورنال
عنوان ژورنال: Malaya journal of matematik
سال: 2021
ISSN: ['2319-3786', '2321-5666']
DOI: https://doi.org/10.26637/mjm904/009