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Uniform consistency of the partitioning estimate under ergodic conditions
Part of
Naâmane Laib
Journal:

Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics / Volume 67 / Issue 1 / August 1999

Published online by Cambridge University Press:

09 April 2009, pp. 1-14

Print publication:

August 1999
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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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Uniform consistency of the partitioning estimate under ergodic conditions