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Abstract We first establish, through a Berry–Esseen-type bound, the asymptotic normality of a local linear estimate of the regression function in a fixed design setting when the errors are stationary… Click to show full abstract
Abstract We first establish, through a Berry–Esseen-type bound, the asymptotic normality of a local linear estimate of the regression function in a fixed design setting when the errors are stationary isotropic spatial random fields. On the other hand, we investigate the weak convergence of an empirical estimate of the variance of these errors in a general α-mixing setting.
Keywords:
covariance spatial;
estimation trend;
function auto;
auto covariance;
trend function;
function
Journal Title: Comptes Rendus Mathematique
Year Published: 2019
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Journal Title: Comptes Rendus Mathematique
Year Published: 2019
Link to full text (if available)
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recommendations!