Roussas, George G.; Tran, Lanh T. Asymptotic normality of the recursive kernel regression estimate under dependence conditions. (English) Zbl 0925.62171 Ann. Stat. 20, No. 1, 98-120 (1992). Let \(\{(X_i,Y_i)\}_{i\geq 1}\) be a strictly stationary and \(\alpha\)-mixing stochastic process, where \(X_i\) and \(Y_i\) are \(d\)- and one-dimensional random variables, resp. The authors study the limit behavior of certain recursive kernel estimators of the conditional expectation \(m(x) = E(Y_1| X_1=x), x\in R^d\). Cited in 1 ReviewCited in 35 Documents MSC: 62G20 Asymptotic properties of nonparametric inference 62G07 Density estimation PDFBibTeX XMLCite \textit{G. G. Roussas} and \textit{L. T. Tran}, Ann. Stat. 20, No. 1, 98--120 (1992; Zbl 0925.62171) Full Text: DOI