Laboratoire de Mathématiques Raphaël Salem

UMR 6085 CNRS - Université de Rouen Normandie

In this talk, we present a central limit theorem for the well-known Nadaraya-Watson regression estimator in the context of strongly mixing and weakly dependent random fields in the sense of Rosenblatt (1956) and Wu (2005) respectively. Our main motivation is to provide mild conditions on the mixing coefficients and bandwidth parameters for the estimator to be asymptotically normal. We also present our current research concerning the recursive version of this estimator under the same conditions.