首页   按字顺浏览 期刊浏览 卷期浏览 Regression Estimation from an Individual Stable Sequence
Regression Estimation from an Individual Stable Sequence

 

作者: Gusztáv Morvai,   Sanjeev R. Kulkarni,   Andrew B. Nobel,  

 

期刊: Statistics  （Taylor Available online 1999）
卷期: Volume 33, issue 2  

页码: 99-118

 

ISSN:0233-1888

 

年代: 1999

 

DOI:10.1080/02331889908802686

 

出版商: Gordon & Breach Science Publishers

 

关键词: Nonparametric estimation;regression estimation;individual sequences;ergodic time series

 

数据来源: Taylor

 

摘要:

We consider univariate regression estimation from an individual (non-random) sequence, which is stable in the sense that for each interval(i) the limiting relative frequency ofAunderx1,x2,… is governed by an unknown probability distributionμ, and (ii) the limiting average of thoseyiwithx∈Ais governed by an unknown regression functionm(·).

 

点击下载:  PDF (533KB)



返 回