Sultana, Didi; Djamal, Louani - In: Statistics & Risk Modeling 31 (2014) 2, pp. 22-22
This paper is devoted to the study of asymptotic properties of the regression function kernel estimate in the setting of continuous time stationary and ergodic data. More precisely, considering the Nadaraya–Watson type estimator, say m̂T(x), of the l-indexed regression function...