Local polynomial estimation of regression functions for mixing processes

@article{Masry1994LocalPE,
  title={Local polynomial estimation of regression functions for mixing processes},
  author={Elias Masry and Jianqing Fan},
  journal={Proceedings of 1994 Workshop on Information Theory and Statistics},
  year={1994},
  pages={38-}
}
Local polynomial fitting for the estimation of a general regression function and its derivatives for p-mixing and strongly mixing processes is considered. Joint asymptotic normality for the regression function and its derivatives is established.