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%T Consistent estimation of a general nonparametric regression function in time series
%A Linton, Oliver
%A Sancetta, Alessio
%J Journal of Econometrics
%N 1
%P 70-78
%V 152
%D 2009
%K C12; Kernel; Time series
%= 2011-03-18T10:23:00Z
%~ http://www.peerproject.eu/
%> https://nbn-resolving.org/urn:nbn:de:0168-ssoar-233155
%X We propose an estimator of the conditional distribution of Xt|Xt−1,Xt−2,…, and the corresponding regression function E(Xt|Xt−1,Xt−2,…), where the conditioning set is of infinite order. We establish consistency of our estimator under stationarity and ergodicity conditions plus a mild smoothness condition.
%C NLD
%G en
%9 journal article
%W GESIS - http://www.gesis.org
%~ SSOAR - http://www.ssoar.info