Didi, Sultana; Louani, Djamal - In: Statistics & Risk Modeling 31 (2014) 2, pp. 129-150
Abstract 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 m̂ T ( x ) , of the l -indexed regression function...