Abstract
Consider a stationary time series (X t , Y t ), t = 0, ± 1,..., with X t being R d -valued and Y t real-valued. The conditional mean function is given by θ(X 0 ) = E(Y 0 ∣X 0 ). Under …
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CITATION STYLE
APA
Truong, Y. K., & Stone, C. J. (2007). Nonparametric Function Estimation Involving Time Series. The Annals of Statistics, 20(1). https://doi.org/10.1214/aos/1176348513
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