Baek, Jangsun; Wehrly, Thomas E. - In: Stochastic Processes and their Applications 47 (1993) 1, pp. 95-112
Nonparametric estimation of the conditional mean function for additive models is investigated in cases where the observed data are dependent. We use an additive kernel estimator which is a sum of Nadaraya--Watson estimators. Under a strong mixing condition, the kernel estimator is shown to be...