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@article{ Linton2009,
 title = {Consistent estimation of a general nonparametric regression function in time series},
 author = {Linton, Oliver and Sancetta, Alessio},
 journal = {Journal of Econometrics},
 number = {1},
 pages = {70-78},
 volume = {152},
 year = {2009},
 doi = {https://doi.org/10.1016/j.jeconom.2009.02.006},
 urn = {https://nbn-resolving.org/urn:nbn:de:0168-ssoar-233155},
 abstract = {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.},
 keywords = {regression; Regression}}