Abstract
In this paper we consider universal nonparametric estimators for the conditional expectations of the output of a stationary process at carefully selected time instances (intermittent estimation). These estimators are based on the information provided by the random outputs at past times. Pointwise consistency, integrability of various suprema and asymptotic normality will be established for these nonparametric intermittent estimators.
| Original language | English |
|---|---|
| Pages (from-to) | 1643-1667 |
| Number of pages | 25 |
| Journal | Alea |
| Volume | 18 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2021 |
Bibliographical note
Publisher Copyright:© 2021, Alea (Rio de Janeiro). All Rights Reserved.
Keywords
- Nonparametric estimation
- stationary processes