12 research outputs found
Curve estimation for m_n-decomposable time series including bilinear pr4ocesses
AbstractThe speed of a.s. uniform convergence of nonparametric curve estimators for mn-decomposable processes is studied. Such processes include, e.g., linear and bilinear processes. A simple and straghtforward method is used relating this kind of problem to compound empirical processes (i.e., empirical processes with random jumps). Hazard rate estimation under random censoring is also included as an example
Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes
Stationary nonlinear processes, U-statistics, Large sample properties,