Abstract:
We prove the convergence of finite-dimensional distributions and
establish density for Nadaraya–Watson conditional empirical processes.
The observations are assumed to be described by a strictly stationary
sequence of random variables whose mixing coefficients decay polynomially.
The proof of density of such
processes in the space of continuous functionals uses
entropy conditions on the class of indexing functions.
Fulltext:
PDF file (1323 kB)
