Abstract

We consider the problem of nonparametric regression when the error process has a continuous covariance structure. We show that smoothers are generally not consistent. If measurements from independent trajectories are available, smoothing the averaged trajectories can be detrimental asymptotically.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call