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.
No takes yet. Share an insight, caveat, or question.
Naâmane Laïb (1999) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: