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Uniform consistency of the partitioning estimate under ergodic conditions
Published online by Cambridge University Press: 09 April 2009
Abstract
We establish the uniform almost sure convergence of the partitioning estimate, which is a histogram-like mean regression function estimate, under ergodic conditions for a stationary and unbounded process. The main application of our results concerns time series analysis and prediction in the Markov processes case.
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- Research Article
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- Copyright © Australian Mathematical Society 1999
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